A bunch of spaghetti duct-taped at one end, and played between your thumb and fingers on one hand, makes for really intricate and cool shaker patterns. Sounds lovely too.
Vocals through a long paper roll, the kind that is used to transport blueprints and paintings. Gets this weird, flanged sound.
Sticking a mic inside of a glass bottle or a vase, and putting it in front of a string section, drum kit, or whatever. David Lynch used this one for the soundtrack to "Lost Highway".
Someone suggested hooking up a distortion pedal the wrong way. Hooking up a wah-wah backwards allows you to play the pitch of the oscillated tone with the pedal.
Included a sound clip of an old, old, old demo I did for a local band; the weird bweep-bweep noises panned to the right are the wah pedal hooked up backwards.