My youngest just turned 3 and my older son is almost six- they like magna tiles, blocks, legos (duplo for the little one) and stuffed animals the most. Puzzles too, the three year old plays with Melissa and Dougs bear dress up puzzle for at least 30 minutes everyday!
The magna tiles are way expensive, but they are played with constantly, all day, all the time in so many different ways. Totally worth it.
What they DON'T play with: Playmobil :( This is super sad for me, since I loved playmobil as a kid and I invested a lot of money buying sets on ebay that they do not play with. Maybe they will once they're older..