I can vouch for Mary Anne's software recommendations
The Living Books series is particularly attractive for kids. Treasure Mathstorm occupied my son for months. Thinking Things is good.
Also highly recommended is Edmark's Imagination Express series. Heck, there's so much good stuff out there I don't know where to start.
A large quantity of these kinds of things can be found at Broderbund.com, or Amazon.
Riverdeep is another centralized source for this kind of thing, although I think they tend to cater to the school market.