Others have mentioned many things we do but I'd like to add 2 items to the list. 1 books with a lot of details to explore (where's Waldo #1 was a favorite for a while). 2 - Lego Duplo on a big baseplate. My DS has a great love for his Duplo that has only grown with time. Oddly enough megablocks are not the same and he just isn't fond of them.

Oh... if you don't have one, I also recommend a big magnadoodle. It is great for a budding artist without as much immediate supervision.