Active examples

Peer Instruction(PI)
Students learn concepts, then explain those concepts to their fellow students
Problem-Based Learning(PBL)
a student-centered approach in which students learn about a subject by working in groups to solve an open-ended problem.
Game Based Learning(GBL)
Games, or competitive game like exercises.
Labs
Typically associated with physics, engineering, chemistry and biology. It is important that the process not be overly prescribed.
Simulations
Realistic, but usually somewhat simplified, scenarios.
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Notes

Collaborative Learning

Peer Instruction (PI) engages students during class through activities that require each student to apply the core concepts being presented, and then to explain those concepts to their fellow students. Unlike the common practice of asking informal questions during a lecture, which typically engages only a few highly motivated students, the more structured questioning process of PI involves every student in the class.
Problem-based learning (PBL)

interactive demonstrations and simulations

As tempting as it may be to interject your knowledge and experience into the students process, it is usually better to let the student's explorations play out with a possibility of failure.

For example when I was a TA we, and the students, were given a lab manual that pretty much spelled out all the process for carrying out physics labs. Now, though, I understand that being overly prescriptive actually lessons the impact of the instruction.