Transitions are great fun once you get into them!
Depends on the pony though I guess
Cones and flags are just brilliant though- having pony club by yourself
Bareback riding with a headcollar, making your pony listen to your weight rather than your hands and legs. Loads of walks in new places. Teaching him or her to pull (not a cart) like a log etc, just attach some ropes to you saddle.
Loads of groundwork such as follow me, join up etc.
Just chill with your horse