High-level learners often benefit from open-ended activities that allow them to use their intuitive ability to spot patterns and calculate numbers. In many ways, games like chess are highly mathematical, but other games to consider include Go, a Chinese game similar to chess but in certain ways more intuitive and shape oriented. Other good games are those that involve working out complex probabilities -- games such as poker or blackjack. If you want to steer clear of the gaming aspect, set problems connected to these games instead of actually playing them.
If the students you are working with have a competitive streak, challenge them to each come up with an encoding technique. If they are good with computers, you can even get them to write a program that encodes their messages automatically according to their cipher. Mix the encoded messages among the students and challenge them to break each other's codes. If they are especially interested in the topic, set up a "knock-out" competition.
Gifted students may find satisfaction in applying their mathematical skills to real-world situations. Give them challenges that require them to draw up plans on paper and carry out these plans in the real world. One example is requiring them to create a complex geometric crop circle. Another is building a structure such as a hut or bridge that requires that a great many angles be calculated, measured and cut. They can design the projects and then construct them on a small scale.
One way in which math can be made especially interesting for able students is to show them how it is evident throughout the natural and human-made world. Teach them about mathematical ideas such as the Golden Section, the Fibonacci sequence and fractals. Have them look for examples of these patterns in the outside world. Give them a few examples to begin with, such as how the Golden Section can be used to create a spiral found in many snail shells, and then let them search for themselves.