Rainy day here today and probably tomorrow too! 
 
 
Luckily, Jackson likes to sleep a lot on rainy days but he does get
 very bored.  We learn most of our tricks on rainy days honestly. He loves nothing more than me sitting down with a clicker in hand and treats in the other and cannot WAIT to offer me new behaviors and even practicing the old tricks. It's mentally tiring for him more then physical. 
We also do fetch like you said. Or chasing around the house, LOL.  Or I will play fetch with him up and down the stairs, so I'll throw a ball/toy down the stairs, and then go hide upstairs so he has to run back up the stairs. Running up/down the stairs definitely tires him out!