Some things He loved from very early:

Legos ( 5 mos on )
Puzzles ( 3 mos on )
Books - Dr Suess makes him laugh. Picture books.
Kiddie Piano ( loved it from 5 mos on )
Sit-in activity centers ( 2 mos on )
Shape sorters ( all kinds - from 3 mos on )
Music - XM or Ipod.
Player Pianos ( at the mall )
Long Walks in Baby Bjorn
Long Movies ( ie Wizard of Oz, Cars )

Our babysitter has a routine of a walk in the AM, mall or kid show around lunch, and then a park in the afternoon.

The infant stage is not forever -

On the weekends, the rule DW and I have is no more than 6 hours alone with Mr W. We try to follow Mrs E's routine with him - working him into our errands. Mr W usually pushes the cart at the store and can help us in the veggie section and some other stores now. He can unload the dishwasher and can take out the trash with some help. We keep a selection of his musical selections on an ipod for the car.