These books are FILLED with fun and/or educational things - most of which can be done with recyclables or inexpensive materials from the Dollar Store. That's why we highly recommend to you: The Toddler Busy Book (for the 0-3 group)
There is also a Preschooler's Busy Book (for the 3-6 group), a Children's Busy Book (for 6-10), and Arts and Craft Busy Book (for the 9-12 group).
While you are all more than welcome to use these links or my Amazon search link at the right, I got our toddler, preschooler, and children's copies from a book fair for the cost of only one of the books on Amazon. There are cheaper copies out there if you require a "thrifty-er" alternative.
Visit Shannon at Rocks In My Dryer for more great ideas!