Although many adults and fictional characters harbor nightmares and memories of being picked last for the kickball team in gym class, allowing a child to be the team captain is good for his self-esteem. Just make sure you rotate team captainship among the entire class rather than letting just a few "natural leaders" have the coveted position every time. Encourage the team captain to motivate his team to work together toward a common goal (winning!).
Divide the students up into teams of four to six kids apiece. Take one student from each team aside and instruct the rest to play volleyball or engage themselves in some other activity. Teach the students you've taken aside a skill of some sort, preferably related to whatever sport you're currently teaching. For example, if the unit is on volleyball, teach the students you've taken aside an unusual serve or a way to hit the balls. Send the students back to their teams, and have them teach the serve or hit to their teams.
Simon Says is an old game, often used to teach very young children the connection between words and their physical beings. However, it is very adaptable to use for older kids. Appoint one student to be "Simon" and have him instruct the rest of the group on what to do -- touch their noses, jump as high as possible, run around in a circle, and so on. However, they must only do what he says when he says "Simon says..." Those who make a mistake on this are "out."
Follow the Leader is in the same category as Simon Says -- it's an old game for small children that has good applications for older students. Appoint one student to be the leader, and put on some fun dance music. The leader busts various dance moves in front of the rest of the class, and they follow him as closely as possible. Those who miss a beat are out of the round.