We were trapped indoors today by frigid temperatures, so we pulled out one of the kids' favorite activities after snack instead of going outside: hammering golf tees into styrofoam. This might sound dangerous, but I've never seen anyone get hurt. For the two-year-olds styrofoam or play dough is about all they can hammer into, but once they get a little stronger they can hammer golf tees into things like pumpkins (a popular October activity in some classes).
Some kids like to hammer. Other kids like to pull the tees out. Others never try it. If you decide to keep the materials on hand like we do, make sure you pull out all the tees before putting it away. There's nothing more frustrating than going to get the styrofoam and finding it's not ready.
I believe most of our styrofoam comes from packaging material brought in by staff and families. We keep a box with tees and wooden hammers in it available in the supply room.