Okay-- let me see if I can find the thing that we got for DD at about this age--
WEDGITS. Well, that's what they are called now.
These work like, well-- like three-dimensional tangrams, that's about the best description I can think of.
http://www.amazon.com/ImagAbility-3..._t_5?ie=UTF8&refRID=1E2RC019X3MGFBEKVXDNhttp://www.amazon.com/WEDGiTS-Delux...sg_1?ie=UTF8&refRID=0HX7K7VJNZZAT73XWK14I like the fact that they store kind of like modern art, rather than like a "toy" of some sort-- in fact, we still have DD's set sitting on an end table in the living room. They are sort of irresistable.
The cards that show assembly remind me
very much of IKEA instructions, actually. LOL!
The other thing I was going to suggest...
A marble run set. Yup-yup-yup. DD played endlessly with one of those, trying all kinds of different things even though her dexterity was (as you noted) often not sufficient to play with more demanding things, she could still tinker with physics and classical mechanics concepts using the modular components that come in those sets.
We eventually had a magnetic version that lived on our dishwasher for many years, and it too is still in the house-- on her steel desk.