My dd will be 4 on the 14th of December, and on her wishlist are:
Flower shaped bedside table (and yes, we managed to find one!!)
Pony pictures for her wall
Charlie and Lola anything (have got books, will get t-shirt, have asked granny for dvd)
playdoh
paint
magic maize
colouring books and pens
fairy dressing up outfit
mermaid dressing up outfit
carseat for her baby chou chou
shoes for her baby chou chou
A huge variety there, all her wishes...
She is quite a tomboy, and loves loves loves animals, but also really enjoys crafts, drawing, gluing etc, and enjoys ballet.
If all else fails, go for the crafty stuff for your niece.
And just as an aside, I would not buy my dd barbies, barbies horse or bratz dolls. Luckily she has not asked for them, and at age 4 I am in no rush to 'push' her into these type of toys...