I've used traditional types of therapy with kids and teens for years--Mutual Storytelling with kids under ten, reality therapy for older kids and teens, bibliotherapy for kids who identify with characters and storylines related to their problems.
Equally useful and helpful is play therapy or just "playtime" after our counseling groups. Playing with others requires self-control, learning to lose or win gracefully, patience, taking turns, and sharing.
I provide the kids in the shelter with standard games like Candyland, dominos, checkers, Legos, and Uno. I also provide toys I consider therapeutic, such as a doll house with family dolls, a doctor kit with real bandaids, soldiers, firemen/police sets, kitchen dishes, tools, and pans, and a "children's hospital".
I've used play therapy in a private agency with kids in specialized foster care; in a public agency with foster kids, as a school social worker and now, as a volunteer counselor at a domestic violence shelter. IMO, play therapy is especially helpful for kids five and under, kids who don't speak English, and kids who are afraid, conflicted, or unable to verbalize what's bothering them.
As they play, I watch them progress from one type of behavior to another. From one type of toy to another. From solitary play to group play to inviting me to play with them. The toys they choose and how they decide to use them not only helps them understand themselves better, but helps me understand them. Each step in these progressions usually involves a different level of trust and an increase in confidence.
Creative play is vitally important in the development of young brains. Sadly, recent research shows that kindergarten kids now have 20% less time alloted for creative play. I increasingly see small children in restaurants, doctors' offices, and various types of transportation obsessively, sometimes robotically playing with computers or game boys.
This digital-type, repetitive activity vs. free play and being read to, may result in cognitive, creative, and social losses kids cannot make up.
So it's important to allow kids time to have fun. It's even more important to allow them to choose their fun. Our new volunteer at the shelter teaches several kids each week to play basketball. This activity is also play therapy because of their special relationship with him, as well as their having to learn to accept failure, help the "little guys", take turns, and share him with several other kids.
Structured, adult-led sports and activities are important. Just be sure you also allow kids time to do their own thing.
They know what they need. Give them the opportunity to meet this need.