My son is 3, so I'm looking forward to reading all the answers!
Our current favorites are:
Zingo
Crayola Crayon town (building with crayons, coloring, fine motor, etc.)
Play kitchen - he "bakes" me everything from cookies to hot dogs
Any memory/matching games
Dot-to-Dot books - counting, writing, fine motor
Tag Pen - he reads on his own, but this is still fun for sound effects and tough words, plus the books make great rewards and future gifts!
LeapFrog Read and Learn Karaoke - Al, Meg, Izzy, Og, and Gus are awesome characters that happen to teach vowel sounds in a series of 12 fun songs and they come with read-along books.
I don't sell Discovery Toys (home-based company) but I sort of wish I did for the discount! ALL of our MOST favorite things are from there. They are:
Place and Trace puzzles (it's a puzzle, tracing, stencil, play-doh mold all in one!)
First Words (30 two-piece puzzles, match the word to the picture of the word, it's reading, matching, visualization, and fine motor in one)
Busy Farm (colors, matching, adding, counting, following directions, etc.)
Motor Works (Tools! Fine motor, building, following directions)
Stacking cups (Yes, I know they sound baby-ish, but these are volumetric and numbered so it literally takes two #1 cups to fill the #2 cup and so on. Awesome for early math skills and pouring and lots of learning fun in the tub or sand table!)
Happy Playing!