Two very nice demonstrations:

1. Hold two strips of paper, each about 5 - 10 cm long and 1 - 2 cm wide, in front of your mouth parallel to themselvs and to the floor. Blow between the sheets of paper. The far ends of the pieces of paper are forced together!

2. Hold your head back, blow straight up into the air, you can balance a ping pong ball on the column of air (for those of reduced lung capacity, a hair dryer will suffice but it looks much cooler if you are providing the air power manually)