We have the Leapster and the Tag.
I would say yes to the Leapster - it's a great first video game, lots of educational cartridges for it, including math, reading, hand-eye coordination, writing, etc., and 4 is an excellent age for it.
I'd skip the Tag. All it does is read the words on the page, and make different sounds when it rolls over a butterfly, or whatever on the page. It's all programmed in, so there isn't any real interaction with the child. I worry it might stifle the urge to learn to read, so I allow my child minimal use of it. (Plus we read to her all the time - nothing takes the place of that!) A huge drawback of the Tag, that we didn't know until we opened it is that it has a very small memory - kinda stupid when you can get memory sticks for your computer that hold so much - it can only hold like 4-5 books, I think. It comes preloaded with one or two, and then for every new book you buy for it, you need to go online and download it into the handheld. You need to delete some books out if you want to put a new one in and it's over the memory for it. Overall, very limited use, and not something I would have chosen for my children, but it was a gift from grandparents, so what are you going to do, right?
So, I just googled Explorer, and it looks like a lot of overkill for a game system for the 4-9 group, personally. It's the newest system, so all the games, etc would be pretty expensive. I don't think a kid that young really needs an ebook reader or to watch videos on it either, but they are stuffing as many gadgets as they can in there. Realistically, by the time she is 6/7 she'll be wanting a Nintendo DS, which is more of a 'real' gaming system, less of an educational platform, because the older kids are not going to want to be seen toting around something that says 'Leapfrog' on it - it's associated with preschool learning (and it does a great job of it), and that's just the truth.
So, just my two cents, but YMMV.