Pre-K: Time for a tea party! While you wait for your tea to cool (real or imaginary tea can be used but adult supervision should be used for real tea) watch as steam rises. Why does the tea steam while it's hot but not once it has cooled? When else might you see surface convection?
K-5: Density Rainbows - If you have salt and food coloring at home Steve Spangler Science has easy to follow instructions on how to make rainbows columns from salt water with various densities. All you have is sugar? Don't worry they have instructions for sugar water rainbows too.
Want something a little messier? Try this density tower, which uses water, oils, syrups, even honey. You can then place anything you don't mind getting messy inside to see if it sinks to the bottom or floats at a particular level: bubble gum, pingpong balls, marbles, and nuts/seeds are all good options.
Why doesn't the ocean freeze? This simple experiment at Education.com is a great hands-on experiment and when paired with this better description over at the state of Alaska's Tundra and Wildlife page.
Educators: Science Friday offers a fairly simple at-home convection demo using colored waters of different temperatures. You can demonstrate from your home or parents may need to supervise this lesson for students to do it at their own homes.
6-8: Want to learn more about how ocean surface currents have a big impact on our climate? PBS's ThinkTV offers this video as well as a full "classroom" around Climate Literacy.
Why does ice float on water? Isn't it colder? This TED-Ed video does a great job further explaining the concept and offers a quiz.
Educators: Looking to dive deeper into the concepts behind why the Ocean doesn't freeze? The University of Maine's Aquarius Project offers this extensive lesson plan with experiments that could be performed from home.
9-12: Global Winds and Ocean Currents - This NASA lesson can be done from home and lets you visualize global winds, ocean currents, and gyres. This is part of the NASA Aquarius mission unit.
Looking for a nice visual for the thermohaline? A.k.a. the Great Ocean Conveyor Belt? NASA has this great animation.