I find that there aren't many English-related activities I can do with my preschoolers that they're actually able to follow. They love to color though, so I've made a habit of turning simple coloring pages into listening activities. These ones are ideal for preschool and lower ES.
Each coloring page features 6-7 shapes out of the following 8: circle, square, rectangle, oval, triangle, diamond, heart, star. Similar to color-by-number, students will listen to your instructions and color each group of shapes in the picture a different color. You may want to do a quick review of English colors beforehand if necessary.
Tell students what color to color each group of shapes one at a time. Give them a few minutes to color (or however long it takes about 80% of the class to finish) after giving instructions.
For additional reinforcement, have students point to the shapes before coloring.
When I do it, it usually goes something like this:
Me: "Where are the stars?"
Students: (point to all of the stars on their papers)
Me: "Oh, very good. Color the stars yellow."
Repeat with each shape until the full image is colored.
See the example key for an idea of how the finished products should look. Feel free to assign your own colors, of course.