Yep. Grab a box of dry-erase markers (or window writing markers as marketed by Crayola) and let your kids doodle all over the windows.
Need to erase? Just use an old rag. To clean up, windex and wipe.
I'm not sure if this is fun because it's unusual or because it feels naughty (kids tend to love the naughtiness).
Can't commit your windows to art/graffiti? Try making your own white board. Take a piece of white tagboard (any size--I used 5x7 notecards when I taught. Yesterday I made an 8x11 for my daughter) and wrap it in clear contact paper. WaLa! A white board that travels and cleans easily.