My 3.5 year old loves You Choose, which is a picture book without a story, simply a selection of different pictures in which you can choose your favourite (house, pet, vehicle etc). I think the appeal is that we spend a while discussing each page rather than reading a set story, and it's very "busy", each page being crammed with things to look at.
He also likes the Katie Abey "We Eat Bananas/Catch the Bus/Wear Pants" which is a similar idea, and Richard Scarry's "What Do People Do All Day", which again has lots to discuss.
Other than getting more books in these series, does anyone have any suggestions for open ended books he might enjoy?