We bought my son a playmobil kit of knights http://www.latoys.com/cgi-bin/SoftCa...708+1149866951
Then we added later on more knights, and vikings, and pirates and so on.
It stimulated his interest to read and know more about these and then we added books about the period ( and constumes ).
my 4 year old sons favorite stuff is tinkertoys. also, leap pads and books to go with leap pads. if they have a yard, I just got my son water baloons, very cheap but a lot of fun. our standard birthday present is a game called caribou, but then at least one adult has to play to help keep the rules.
The new legos are really a travesty compared to the old sets, which really allowed you to get creative and build whatever you wanted. For anyone looking for legos, go on ebay and check out some of the jumbo lots of old sets people are selling. Makes me wish I was 8 again. This is just insane.
based on my humble experience with my 3 year old daughter, the best gift i ever gave her was a bicycle. and because her favorite cartoon character is 'dora the explorer' a lot of those licensed stuff. though i really wish i didn't fall to that licensed merchandise trap. and i plan to order this online soon, seems like a very interesting toy (from a very interesting site) http://www.backtobasicstoys.com