I recommend you develop your own exercises where possible. No outside consulting company knows your company culture as well as you do. You can do a variety of exercises or play a variety of sports. I have built successful team building exercises around golf (for non golfers) and bowling. Another currently popular team building exercise is Paintball. About's Paintball Guide
explains the basics with these articles.
Here are some additional resources to help you craft your own exercises:
Creative Icebreakers,
Introductions, and Hellos
From Business Training Works, details of 15 exercises from which to choose.
Tag Team Tic Tac Toe
Angela Zakon offers this team building exercise based on the popular game.
If you do decide to go outside for consultant help, here are a couple of ideas:
City Challenge
City Challenge conducts this orienteering-based exercise in over a dozen cities, primarily in the UK and Europe.
The Lost Dutchman's Gold Mine
Performance Management Company's classic game is one of my favorite collaboration exercises.
Ropes Courses
Here are a variety of rope courses offered by Adventure Associates.
