Two of the activities my students really enjoy in class are videos and songs. For the videos, I mostly use youtube.com but I also use other websites like www.ted.com/talks for upper level students. It is real English, I can add subtitles (either English or Spanish, depending on the level) if I feel students really need to understand the context and most of the videos I use are not too long so they can follow the activity fine. I usually prepare question sheets for them to work on. As for songs, they just love them too. Their students' books already introduce songs every 2 units, but they like to bring others to class and we prepare activities like 'fill in the gaps' and others (vocabulary, ordering sentences..). Sometimes I find good real listenings in newspapers like the New York Times or in websites like bbc.co.uk. I use them a lot too.
As for interactive listening activities, and to be honest, I had never been aware of how much interactive listening students have in my classes until I started working on this unit. I always speak English in the class and I every day spend about 5 minutes talking about current news, anecdotes that have recently happened or just questions about our different weekends. I also have the chance to invite friends of mine who are English-speakers to school and students also enjoy that too.