Brain Games Needed!

If you don't know of any good brain games, do you have any just games that I could try?
 
His one of his favorite things is learning a new game.

I like using the clicker-training method to teach new tricks.  That will exercise his brain!  Check out [linkhttp://www.clickertraining.com]www.clickertraining.com[/link] and [linkhttp://www.clickertrainusa.com]www.clickertrainusa.com[/link] for some ideas.

As for the sit/treat thing, I don't know how to help you with that specifically, but the clicker websites will give good ideas for training sit without him focusing on a treat in your hand.

Oh, I do know that Roscoe loves to play hide-and-seek.  I tell him to wait in a room and then I go hide somewhere in the house. I call him once and he has to come find me.  He gets some lovin' and a treat when he arrives. It's so cute to watch him looking for me and then to see his tail go into overdrive when he finally finds me. []

Have fun!

The games I like to play with Xerxes are variations on "fetch."  I'll have him in a down, stay and then toss a toy.  He gets to watch where the toy goes, then has to perform another behavior (from down to sit or high five, or shake or smile...) and then I give him the "go get it" command.  An advanced version of this is to not let him see where the toy goes.  He's got to sniff it out. 
 
I also will hide various treats around the house and he has to find them during the day (he's not a crated dog.)  I've never come home to find treats anywhere I've left them.
 
If you've taught him the "go get it" and the "drop" behaviors, you could expand that into the "round up your toys" behavior.  That will let him "herd" his toys.
 
Just some ideas, hope they will work for you.

For Lana, we go through her tricks and teach her new ones for some brain exercise.  We also do what Jen does, which is play hide and seek. 

Clicker training. Cutepetsrus, I sent you a PM on how to do freeshaping, in case you didn't see that. [] I really think you should take this pup to a Puppy Kindegarten class, you will learn a lot and he will have something interesting to do.

I was just playing a game with Max kinda like what Xerxes described. I had him sit and stay, then I took his toy and put it somewhere. After I put the toy somewhere, I would come back and release him to go get it and bring it back to me. Sometimes I put it somewhere fairly easy, like a few feet in front of him, and other times I put it under a blanket, in his toybox, or in his crate. I didn't go out of sight or do anything too difficult yet, because I just started doing this today. I also didn't really have to teach him how to do this, he just sorta got it right away that he was supposed to go get the toy and bring it back to me for his treat.
Another very good game, if your dog will retreive, is to throw the toy down a flight of stairs, so that the dog has to down and back up to you. It should tire him out better than just running back and forth, and it's nice if you're stuck inside for whatever reason and don't have a lot of room. We play this one when Max is feeling particularly nutty.