We've done several different things in our chapter. For a long time we did a dress up thing where the big sis would buy a costume for her and her lil. She would hide pieces of the costume around the house with clues. Once the lils were dressed they would go outside and find the person with the same outfit on. That was found to be hazing so we stopped.

Next we tried the yarn thing. That was fun, but got pretty crazy since we have a 2 story house. There was string everywhere! Luckily that was a COB class with only about 8 girls. I can't imagine doing it with 30 or 40 girls.
Last year they did t-shirts. The big sis makes a t-shirt for her lil (and everyone in the family if she wants). The GM gives the t-shirts to the lils then they go outside and find the big with the same shirt.
I don't know what they are going to do this year.