Nothing wrong with making model steam engines and toy cannon, but if you enjoy slightly more "mischievous" stuff have a look at these links:
The Large Hot Pipe Organ. A huge propane powered, MIDI controlled ultra-low frequency "organ" erected from 10" diam. steam pipes up to 30 feet tall.
formatting link
Survival Research Labs. A small group of artists who like to build mechanical nightmares and put on performances with them. Kinda like a no holds barred Robot Wars on steroids. They're currently working on a super large pulse jet which brings the police and fire dept.s every time they try to test it. Check the video clips for some exciting footage.
formatting link