What about Playdough? You could demonstrate all these things with playdough, and it would be fun cause everyone loves to play with it. I'm not sure how well it would work in an interactive exhibit, though, since you'd have to find a way to keep people from walking away with the stuff.
For compression you could do the marshamallow in a vaccum jar trick.
Bending introduces both compression and tension in a structural member - maybe you could use this concept for a "conclusion" demo or something.
also for compression maybe you could do something with rolled up paper tubes supporting a weight
I remember once in my senior high physics class the teacher demonstrated torsion and shear by taking a piece of chalk and twisting it axially until it broke - the shape of the broken halves was supposed to show something (but I just can't remember what

)
i'll post more if i think of anything.