Team-building activities can work in the right circumstances. If you want your employees to bond or to learn how to work better in a team, you must be careful about the activities you choose. The wrong ones can make employees feel terrible and create competition or one-upmanship that you didn't intend to create. But with the right approach, you can create a team-building event that people will be interested in completing.
Make Physical Activities or Components Optional
Not everyone is touchy-feely, and many people outright hate being touched by anyone except maybe their partners and family members. And many people have health issues that they don't want to discuss in front of co-workers. For these reasons, any team-building activity that involves a physical component, from running, to indoor rock climbing, to those backward-fall trust exercises, needs to be voluntary. Allow people to opt out of those, and be sure to provide more mind-oriented exercises that everyone can do. You will have much happier employees if they are given a choice of activities instead of being required to complete certain ones.
Treat Participants Like Adults
Whatever you have the employees do for the activities, do not make them feel like embarrassed children. You can find team-building activities that respect the employees' intelligence and that advance everyone's understanding of how their co-workers solve problems and treat other people. Unfortunately, too many offices rely on making these activities seem like summer camp, which is only eye-rolling and not inspiring.
Tell Them What the Point of Each Exercise Is
One of the more frustrating things about many team-building exercises is that the exercises often seem completely unrelated to the employees' jobs. The activities seem pointless and like they're designed to be busywork. Each activity must have a clear point to it — not just "You're supposed to work in teams to create X," but "You're supposed to work in teams to create X to see if you can allow everyone on the team to contribute to the process." Be prepared for individual variation in how people complete the tasks, too; some people are just more independent and tend to take things on by themselves. That's not bad; it's just a variation.
One more thing you can do is to gather a list of activities and create an anonymous survey. Eliminate the activities that people say they would avoid, and put together a day full of team building activities that everyone can do.