Have her sit in your lap and look at the Toys R Us or Amazon website and tell you what she likes.
My 4 yr old is all about pretend play. The Loving Family Dollhouse, Polly Pockets and animal figurines get a lot of action in our house. Little make-up sets and purses are fun too, along with dress-up stuff.
The play kitchen and dishes/cookware, etc. are also out almost every day (and have been for about a year!). We might expand the collection with a pretend coffee maker. Target has a neat wooden pretend kitchen center that's not terribly expensive. Also, if she likes to bake, you can get her an apron (I saw a set at Target with oven mit and chef's hat, or get a blank one at Michael's and personalize it with fabric paint), then add some cute cookie cutters or other kitchenware (Pampered Chef has neat, colorful cookie cutters and measuring cups)
If she really likes art, I just found a neat stamping and art set at Walmart. My daughter played with a friend's stamp set one time and was enthralled. The set comes with a bunch of different stamps, different colored ink pads, stickers, paper, etc.
My daughter would also love to be turned loose with stacks of blank paper and a set of watercolors. The easel is really great for this, and it's two-sided so her brother enjoys it too. THere's a little tray on each side and they have their own set of watercolors, each a cup of crayons/markers, and there's still room for a small container of water for the paints. You can get cute art smocks to go with it as well.
Also, what about outdoor fun? I think one poster mentioned a bike. There are also pop-up tunnels and tents available. One friend even has a neat little indoor tent/play hut that all the kids enjoy playing in.
And one last thing, this is what we'll do for my daughter for her 5th birthday (not til May), but we're letting her re-do her room. New coat of paint in the color of her choosing, new comforter, curtain, and maybe some fun accessories like lights or switchplate cover, etc.