A lot of role play sort of stuff. It depended who I was with. My brother and I had pretty intense RObin Hood (he was always Robin Hood, and I was Little John) games, and also knights/castles...but those were reserved for our summers in Finland and the mini-forest behind my grandmother's house. Back home in Canada, we played a lot of computer games - both roleplay (ie. Ultima and King's Quest) and shooting aliens sort of ones. I did quite a lot of sports over the years (skating, cycling, riding horses, swimming, skiing etc) but was really much more of a books/fantasy kid...I just grew up in an outdoorsy sort of place and I guess my parents wanted me to be more well rounded though they loved the fact that I read a lot too.
With girls and school friends - I had friends at school who I played animal roleplaying games with, wolves and horses and suchlike. In grade two my best friend and I played "Pirate Rocks", which was a pretty intense fantasy sort of thing in the little grove of trees/rocks in the corner of my school's playing field. We just made up characters and plotlines rapidly as we went along, it was pretty cool stuff.
I also did a fair amount of tree climbing and so forth. My brother and I loved Lego, mainly the medieval sets (back in the days when Lego was much simpler and besides the free-form block sets, the main ones were city, or space, or medieval.) I had some nice dolls but my brother kind of mocked me when I played with them and I wasn't all that keen either really. We both played with our toy animals quite a bit and made up stories about them.