Play a popular piece of music on a CD player. Have the students attempt to play along with the music with their instrument without giving them any tips. Give them three minutes to "learn" the tune. Choose songs that are in major keys to make it easier for them, don't play any songs that are in half-steps, as the transposing of these songs to some band instruments can be difficult even for professionals. Let the student with the best interpretation choose the next song.
Tell your guitar player to improvise a short lead phrase from the pentatonic scale. This is the scale that all rock guitarists use because of its user friendly five-note pattern. It's very easy to understand and play on a guitar, but not as easy for band instruments. Tell the students what key the guitarist is in, and show them the pentatonic scale. When the guitarist plays a phrase, tell the student to answer back on his instrument with his own phrase in the pentatonic scale. Make a game of it as each student takes his turn. Let the students laugh at wrong notes. This builds more character and camaraderie.
Play a scale on the piano. Let the students guess the key the scale is in. Start with major scales. Don't encourage random guessing; make them guess individually. If they they correctly name all the major scales, move to minor scales, and have them guess the minor scale name. If it's still too easy for the students, play a scale in a flat key. If they name all the scales correctly, have each band member play scales on their own instrument one at a time, and let the other students guess the key. Each instrument sounds different, and this will give them an better understanding of how scales sound and relate to each other.
Tell the students to compose a sixteen note composition using the pentatonic scale. Tell them to write it out music paper, and then pass the papers around. Let each student attempt to play the scale and rate it. When all the scales have been passed around, evaluate the ratings and choose a winner. The class can then collaborate on the winning composition, and turn it into a longer piece of music, possibly even a complete song.