How about Martha Speaks? I've seen the show, but haven't checked out the books yet (they definitely have books). It's very similar to Fancy Nancy--I know on the show they review the new vocabulary words first that they will use on the show, then they sprinkle the words throughout the show. I think it's pretty close to what you're looking for.
@Hellobaby- I agree, I wouldn't worry so much about gender (Fancy Nancy), my son is five and we read them together w/my little one who is three. So far he hasn't complained that it's a girl's book. I think it's good anyway to expose them to different types of main characters in a book--girl, boy, dog, whatever! lol But if you do want something a bit more gender neutral, maybe check out Martha Speaks
