Moon sand is a great sensory substance for toddlers to explore. It sticks together easily, so it can be molded and squeezed. I added a few puzzles pieces with large knobs and stamps with elastic handles to make impressions in the sand.
Floam, or foam dough as I've seen it advertised in stores, was a big hit at the previous MLL, so I put it out in a slightly new way by adding golf tees. The children made snowmen, hedgehogs and monsters.
There are lots of resources online for planning messy activities. The library is also a great place to find ideas. I suggest looking in the science area of your library. We have a preschool section, but you can also find fun experiments in Science Fair books. Other sections I frequently pull books from are the parenting section (especially for toddlers) and the craft section. I'll be offering more Messy Learning Labs in May, so check my blog for even more messy play ideas.