When I taught this last year, my kids had trouble with the cube. They didn't understand that it was not a square. I used 6 squares from my pattern block set and some putty to build a cube. I showed them that the top could be a lid and I could put stuff inside. It should work for other shapes too.
This year, we are using Everyday Math and haven't gotten to 3 dimensional shapes yet. But 2nd grade just did a lesson last week. The students used straws to build the shapes. They all came down the hallway carrying pyramids and triangular prisms. They were very excited and were able to tell me all about the faces and vertices. I was very proud of them since I remembered the trouble they had last year.