I've been having a lot of fun with the Air Hogs Havoc Helicopter lately. It is an IR remote controlled helicopter. I'm impressed with how well the IR works with it. The helicopter is relatively easy to control as well. You don't have to 'balance' it like a true helicopter. For less than $30 it is not a bad deal. It can be flown in a living room, and it truly fun in a larger enclosed space like a building atrium or gym.
Don't forget to add weight to the front to get it to fly forward rather than just hover.