Just to let you know, I feel your pain.
My DD is 3.5 and if she had her way, all I would do is play with her all day long. I would never have to get anything around the house, eat, sleep, take a shower, use the bathroom or heaven forbid leave the house without her or go to work (which consists of 3 overnight/weekend shifts per week, so the rest of the time I am home and I get more time at home with her then most full-time working moms - when I am at work Dad is with her). A great quote I heard from a friend is, "The best way to get your children's attention is to sit down and look comfortable."
Of course her idea of me playing with her is to sit with her on the floor or at the table while SHE is playing and not do much myself, because she wants to do it all herself (building blocks, drawing, play-doh, etc.) and not have any of Mommy's help. Or to have me help her over and over with the things she wants to do and can't do herself (like a certain 24-piece jigsaw puzzle - something that she has not quite gotten the hang of yet as far as figuring out which piece goes where based on what the picture is supposed to look like. Every time she wants to whip that thing out, I groan inside). She's gotten better with some things - like getting preoccupied with play-doh or coloring, giving me a chance to load the dishwasher or quick-clean the bathroom.
What has helped is for me to play with her and give her my undivided attention for 15 minutes or half an hour, then let her know that I need to now do XYZ. Or when she wants to do A, I tell her I will in a minute, but first I have to do B. Of course as soon as I have to take a phone call, she's all over me and I have had to remind her that she can't start talking when Mommy is talking on the phone, and I have had to give her the "1 minute" hand signal to let her know I heard her but she's going to have to wait. It's gotten easier with her now then is was a year ago - you just need to start practicing. Toddlers and preschoolers are pretty self-centered naturally and they need to start realizing that the whole world does not revolve around them.
Fortunately DD is still taking a 3 hour nap every day (in addition to 11 hours of sleep a night), so that makes it easier to get things done too. Many days the best I can do is remember that she won't be this age forever, and soon enough she'll be off the school all day, and then she will be at the age where she won't want to have anything to do with me. But it's not always easy! :)