Build a frame for the clubhouse in the shape you want. Cut several small branches (no more than one-half inch in diameter) to the length of your walls and attach with nails. The roof can be made simply by nailing plywood onto the roof frame and painting it pink or white, or stain the plywood for a more natural look.
For the little sheriff in town, why not build him his own Old West-style jail? Build a simple-framed clubhouse and insert rebar, cut to size, in the windows, and build a door with rebar welded to a metal frame. Use cedar shakes for roofing.
Two or three tractor tires set side by side provide ample room for kids to hide out and play. Bury a third of the tire in the ground to provide stability. The tires not only provide inside fun, but can be climbed on, too. Paint each tire a different color, or bury them at different depths for a stair-step effect.
Build a frame with PVC pipe in the shape that appeals to you. Cover the frame with chicken wire. Plant fast-growing vines on the outside of the frame and allow them to fill in the frame with growth. In a few months, children will have a beautiful, secret garden in which to play and hide.
If you have a future engineer in the family, a wooden train engine can be the perfect hideout. Decked out with a steering wheel, pull-horn and tracks, a train engine would make a stylish clubhouse. Plans for a train engine can be purchased online.