vvviola: I got my daughter a French knitting dolly for her fourth birthday, but it was a bit too early. She got frustrated at not being able to control the wool (although we only had a pointed stick to move the wool, and a fine crochet hook would probably have helped make it easier). She's now five years old, and I think if I get a crochet hook and have another go at teaching her she might be able to do it.
My daughter got a CD player for her 4th birthday, and although she didn't use it much to start with, it gradually got more an more use: ELC have some lovely nursery rhyme CDs and she likes playing stories from CD.
A real hit at four years old was a weaving loom. This she could understand and do, and loved it. The wool she got with it has been used for myriad other things, so that was a real winner.
Another success was dressing up things. My daughter got a princess dress and tiara, butterfly wings (H&M do some nice ones) and wands, and some plastic flashing jewellery, which were all loved and shared with friends. She will get a mermaid outfit from M&S for Christmas.
Last one: Playmobil, especially anything to do with horses and unicorns.