I hate worksheets. We do as much as we can hands-on.
We eat solid foods as mentioned in the previous post. I do sugar cubes - cheaper than cheese cubes but not nearly as healthy! I just give them one each, though.
When I'm feeling generous, we do real ice cream cones.
We play "around the world" to reinforce the names.
I have students go on a 3-D shape hunt at home and bring in what they find. At a center students sort the shapes and then have some time to explore and play with them.
We build pyramids and cubes out of toothpicks and modeling clay. (You can also use marshmallows, but I switched to modeling clay because I always have some Muslim students in my class now.)
I have my students actually make the shapes. For pyramids and cubes, we have a diecut for our Ellison machine. I have them put stickers on the cube to resemble the dots on a die. It reinforces the fact that a cube has 6 faces.
For cones I've used a template. I've also used the cones they have at water coolers and I've used birthday hats before. If the cone is premade, I have them decorate it.
For cylinders, I give them a piece of paper towel roll. I usually have them wrap it in crepe paper.
For spheres, I blow up round balloons and they paper mache them.
Once students have made all of the shapes (I do this in centers), I give them labels with the names of the shapes and they label them before bringing them home.