Lego! (not sure about the cognitive benefits but it's fun).
Also language classes. We have a wonderful local teacher who does a play based language class with very small groups. The kids to arts/crafts play w/ toys, but they do it all in a foreign languag (Your mileage may vary on this one - it is very teacher dependent and we have lucked out with out teacher(s)).
And as long as there are no small children around who may eat the pieces, how about the Asian game "go". (I want to learn but need to wait till DD is a bit older).
Last edited by cmguy; 12/24/14 08:16 AM.