Nathan has liked colouring for about 5 months now, so I would keep trying once in a while. One of his favourite things to do now is sit with DH or I and colour in his Thomas the Train colouring book. He is only good for about 5-10 minutes, though, before he starts throwing or eating the crayons. We also do a lot of puzzles, which he loves. We have ones that make noises, ones with little knobs on the pieces, ones that are cars and trucks, ones that require a magnetic stick to lift the pieces... he loves them all. I get them cheap at second hand stores, and trade some with a friend once in a while to keep him interested.
I am going to start playdough with him soon; I am a bit worried that at this stage he will just keep trying to eat it repeatedly!
Remember that you can make almost anything 'structured'. Have a book with the ABC's? Sing them and point to each letter. Nathan can repeat the first few by now when we sing together. He also loves to count, and if you start him on, "One, two..." he can say, "three, four, five!". You can count anything... beans, trucks, macaroni at dinner, animals in stories, etc. Nathan can identify the colour yellow, because his favourite car is a yellow one and I always say, "Oh, look at you with your yellow car again!"