6. Lighten the mood.
Fun ignites passion, and people will work harder for you if they're having fun on the job, Jennings said. The activity should bring out the team members' passions. She recalls a yoga challenge on a cruise ship, where employees had to respond to questions about their company through yoga poses.
7. Try unusual activities.
Jennings suggested activities that are "wacky and special," since those get employees talking and laughing. She designed an exercise where a CEO and a janitor teamed together to build a race car out of fruits and vegetables. "You have a reason to connect with the person in the future, since you did it during the exercise," she said.
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8. Give thanks.
Halley Bock, CEO and president of Fierce, said office workers don't spend enough time appreciating one another. A particularly effective exercise requires each individual to sit at the front of the room in a chair for two minutes and listen to compliments from fellow team members, saying nothing but thank you in response. Instead of hollow expressions, like, "You're fun," they need to be specific, like, "I appreciate the way you greet me every morning. You really start my day off well."
The person gets to hear how they're unique, and it provides an opportunity for fellow team members to give positive feedback and ensure that it's heard. "[This] can energize and tighten the fabric of a team, resulting in higher engagement," Bock said. And the more employees are energized and engaged, the more likely they are to be productive.
9. Build trust. The most effective activities are those where people have to work interdependently and rely on each other in order to achieve the outcome, said Beth Bechky, a professor of management and organizations at the New York University Stern School of Business. One of her favorite exercises is to have teams build tents together blindfolded. It's a good task, she said, because they realize it's only possible to do this as a team, and they have to rely on each other in intimate ways.
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10. Take risks. Ron Roberts, president of Action Centered Training, often uses whitewater rafting or paintball, since they "push employees so far outside of their comfort zone that they have to adapt." In one game, 25 to 50 executives at a company played against 10 highly trained expert paintball judges. The judges soundly beat the executives in the first two rounds, resulting in a disgruntled president whose pride was wounded. Ultimately, though, he and the other executives agreed to listen to suggestions on how to improve and ultimately won the third round. "Ego is a false sense of self that makes us think we can do everything. And it can destroy organizations," so the humbling exercise was helpful to this company, Roberts said.
11. Set a charitable goal. Charitable team building is on the rise, whether it's helping to build bikes for low-income children or sending supplies to troops overseas. "It shows you can compete and think of others at the same time," which is a critical skill set for leaders, Roberts said.
Goldstein recalled one of his company's exercises, during which employees worked together to make teddy bears for children with Down's syndrome. To their surprise, the children arrived to accept the teddy bears.
"If you make everyone in the room cry, you've done a good job," Goldstein said.
—By Julie Halpert, Special to CNBC.com