Puzzles are great. They are an activity that encourages problem-solving, hand-eye coordination, concentration, fine motor skills, and the list surely goes on. I found a pack of four mini puzzles from the dollar store. Yes, they are cheap and made of cardboard and will not last very long, but I have had the hardest time finding simple mini puzzles with only a few pieces anywhere else. Usually my 3-and-a-half-year-old needs a lot of assistance to complete puzzles, but these mini ones only have 3-8 puzzle pieces each. She can do them by herself as one of her shelf activities.
I highly recommend puzzles for preschoolers.