One preschool activity that my daughter loves involves playing with puzzles. I honestly think she could play with puzzles all day long. My soon-to-be four year old loves the wooden puzzles the best.
In addition to simply just playing with puzzles with your child, you can make a game out of it. This works best with wooden or plastic puzzles. What we do is flip over a puzzle and dump all of the pieces onto the table. We then take turns picking up a puzzle piece and saying what it is, like a pig or a truck. This extra step makes this great preschool activity even more educational in nature.