I will second Encyclopedia Brown. I think we read a million of those.

At 3, my daughter liked listening to The Magic Treehouse series. The books are fairly formulaic, but at least they introduce interesting historical locations. I would only do the first 28 books in the series, though. After that the "Merlin Missions" become much more intense. My kids found them too scary.

Other thoughts (perhaps for a little bit older, but not much) would be The Boxcar Children series (the kids solve a mystery, not scary at all) and Mrs. Piggle Wiggle. Both have been big favorites in our family.