I invested in a big box of sidewalk chalk the other day--it was one of the best $1.50 or so I ever spent.
He was very excited about the fact that the chalk would get on his hands. He knows he isn't supposed to draw on himself with pens, but sometimes he makes little marks anyway. He always comes up to me afterward saying, "Body! Body!" because I tell him we don't draw on our bodies. (It's always amusing to see him tell on himself.) So when the chalk got on his body and it was okay, he was delighted!