The following are some ideas and sites that will help you think of your own electrical device:

Light up a habitat: Build a house out of a box for a favorite toy. Design a circuit that will provide light inside the box using a flashlight bulb and battery.
Design a battery tester: Do you have old batteries lying around your home? Invent a device to test the batteries to see if they are dead.
Invent a burglar alarm: Design a device that makes a sound when the circuit is connected.

Radio Shack has Information and materials that you can order;
Craftsman a site with a competition for young inventors like you;
The Duracell Company has an annual competition for older kids;
Exploravision has a competition for kids