My daughter just receivd a game called Zingo for her 3rd B-Day. She loves it and so do we. It's basically Bingo, but with cool "chips" that have photos on them to match the Zingo boards. The nice thing is, we can all play together, or she can play on her own...which she does often. We took it on vacation with us too, compact to travel. It's only a $12 game or something close to that on Amazon, but semi-educational and fun!
I also bought MindWare Imaginets (from Amazon) for my 3 & 5 year old for X-Mas. Fun, imaginative and a bit educational. They are magnets that you turn into pictures. They come in a sturdy wooden carrying cas and the inside is magnetic, so they work right inside the case.
I am all about buying stuff they will use rather than just buying to buy!