Here are my girls' lists (note: this is the list that everyone buys for them from--including Santa not a list of things that WE alone are buying for her!)
The Leapfrog Tag reading system, a couple of books and some National Geographic Animal Cards. Both girls are getting one of these this year.
Small legos. She is graduating from the huge Legos this year.
Letter Tiles: Love these! She entertained herself at Barnes & Noble for the longest time making words with these one day. Also fun to use with the Baby Einstein flash cards we have--look at a flash card and then dig through the letters to spell the word.
Build a Bear Gift Card. So far my girls have only walked through and dreamed the big dream of building a bear of their own...on both of their lists
Colored Spiral Puzzle How cool is this? Endless possibilities here: sorting by color or shape, stacking, maybe even some sort of domino-esque falling thing.
Figure Tack Set: Fun stuff, eye/hand coordination, busy making, reuse it over and over.
Movie-Return to Neverland. This came on TV one night close to bedtime. Kendall was enchanted but was only able to watch a short time.
Furniture for her Dora dollhouse
Fancy Nancy dress up clothes and books.
Elefun: Jennie says that Elefun is an "ele-mess" but her kids love it. Kendall and Kate played with Anna and Noah when we visited. Santa has this in his bag for the girls and I think it will entertain the girls until all the family arrives!
Rainbow Puzzle Stacker: Simple beautiful design but very entertaining!!
Book "How to Build an A" Combines two of our favorite things, reading and 'building'.
Book "My Mommas Tote" also available in Dady's briefcase or Pappy's Toolbox...
Wooden Balance Scale: Fun for playing and learning too!
The Movie UP.
Strawberry Shortcake Doll
I hope this helps some Mommas come up with a few ideas!