I've found that, for an abstract game that can take place just in your head, there can be a lot of tactile fun to RPGs. Rolling dice and moving miniatures are the obvious ones, but there are others. Gaming tokens (glass “stones” ) are used by many games and gamers, either as a component of the system or informally by the gamers for marking various things. Some games, like Savage Worlds, use cards. Miniatures terrain, whether three-dimensional, printed tiles, or simply drawn or a battlemat, adds a lot, and not just to the visual aspects of the game. Cards that represent character states, like buff and condition cards for D&D, or the effects of spells, or cards that have monster or spell stats, are also neat and passing them around adds to the fun of the game. Drawing maps for the games, drawing a scene out on a battle map, and making handouts can all be tactile fun, and then handing out the maps and other handouts to players so they have the fun at looking at them and passing them around and pulling them out when they suddenly realize what they're really showing them.
All of these things can add a great deal of fun to RPGs.