This lab has students use microscopes to observe three different types of protists - paramecium, volvox and euglena (all of these protists can be purchased from a biological supply company). Students are asked questions throughout the lab procedure to help them make observations and predictions.
I have found that students usually like this lab. They love using the microscope to watch the protists swim around. This lab usually takes at least two class periods (of 45 minutes each) as students often have trouble focusing on the paramecium and keeping up with them as they swim around the slide. If you have a flex-cam and can show students what they should see under the microscope on tv then make sure to use it!
A follow up lab to this one is to have students collect pond water (or water from a stream, puddle, birdbath, etc) and view it under the microscope. Then have them try to identify the different protists they see (having a protist identification guide is helpful).