A blackboard and chalk!
If there is time to prepare, you can give the students a worksheet with a grid the same size so that they can write as you go and pencil in answers before they submit the answer if they are unsure.
Draw a ten-by-ten grid on the board. Change the size of the grid depending on how long you want the activity to go for. Write a word across the top row (say, crossword). Ask the students to suggest words that fit in the grid. Ensure that they understand all combination of the words in the grid must make a word (just like a real crossword).
Initially only allow words of five letters or larger. Once the grid becomes full, relax this rule down to four letters and then three.
Once the grid is satisfactorily full, number the words as a real crossword would have. Then ask for definitions of the words. These definitions will form the questions of the crossword. For example, for the word crossword, you would ask "What is a crossword?", and the students might answer "A word game".
Once the students understand about writing the definitions give them five or ten minuets to come up with some definitions individually. Once that is done, get the various definitions, word by word and compare and build on them as desired.
Once the activity is over, record the definitions and the words. Perhaps a studious student has been writing everything down, or the JTE. As long as you have the words the students thought of, the definitions can be derived. Create the crossword on the computer to use again later. Either giving the same crossword back to them, or exchanging it with another class of the same year and creating a little competition.
This lesson plan comes from the 2007 mid year conference in Gunma.