Before each activity, model skills that you would like to see. For example, before a tagging game, model safe tagging, as well as other high level behaviors.
Reinforce high levels during activity
Every now and then, it's a good idea to recognize high level behavior that is happening during the activity. For example, if two players simultaneously tag each other and claim that the other is "it", watch to see if they are able to work the situation out using high level behaviors. If so, stop the activity for a moment and describe the experience to the class.
Choosing captains and letting them choose players is an inhumane way to treat students!! Instead choose teams by using clothing color, birthday, first initial or favorite foods.
Problem Solving Activities
Thinking skills can be enhanced by creating activities which require students to solve a problem. For example, you might give a group of students a tug-of-war rope and two scooters and ask them to transport their team across an area without any member touching the floor.
Simply asking students to develop the answer to a question is an effective teaching tool. Instead of telling students the difference between springing techniques, ask them to tell YOU.
Simply taking a minute after an activity to review the strengths and weaknesses will allow students to think the information through.