A pen and paper
Draw a grid of two parallel vertical lines intersecting with two parallel horizontal lines to form 9 boxes (see illustration). One player (designated X) makes the first move by drawing that letter in any one of the 9 boxes; O follows by making the second move. The game can have only three outcomes: either player may emerge victorious by linking three of their letters horizontally, vertically, or diagonally, or else the game ends in a “cat’s game” in which neither player connects three in a row. It’s best to rotate who is X and who is O so that the same player does not start each game.
However you arrive there, no matter the strategy — three in a row wins the game
Despite the apparent straightforwardness, there are enough mathematical complexities that go into understanding the various outcomes of this game to make even the most capable logicians scratch their heads. In its most simplistic incarnation (using the rules above), there are 362,880 (9 factorial) ways of placing Xs and Os on the board, without regard to winning combinations. You could play a long, long time before playing the same game twice.