I am a big fan of all School Zone Publishing Company workbooks and other educational development activities (flash cards, puzzles, software, etc.). Their workbooks are easy enough to engage even the youngest learners, and also challenging enough to teach new skills to quickly developing preschoolers. Their compilation of workbooks include alphabet practice, counting, shapes and colors, dot-to-dot, and many more. All of the workbooks are exceptionally illustrated, well enough that preschoolers can independently complete the exercises without needing to read the directions on each page. However, the workbooks are also a great way to spend some one-on-one time teaching your children.
The most recent School Zone Publishing workbook I have come across is "Thinking Skills" and it presents 65 pages of problem-solving exercises, challenging kids in areas including matching, comparisons, sequencing, logic, etc. Geared at kids ages 4-6, my 4 year old is enjoying most of the activities. Some of the activities toward the end of the book are just beyond his independent grasp, but with guidance, he has been able to work through them.
Like the other workbooks in the series, Thinking Skills not only practices and repeats basic skills, but also challenges the reader and teaches new skills (or addresses the same skill set in varying formats so that it quickly becomes a mastered skill). And aside from being a really useful workbook, it is also readily available (online, Amazon, Walgreen's, educational retail stores, etc.) and very affordable for a quality skills practice guide.