Because kids at that age have such unique preferences (we have a 4 year-old son), we took him to Toys-R-Us, Target, Walmart several weeks before his birthday, paid really close attention to what he was playing with and took pictures with our phones to send to family members who were asking for ideas.
Our son has a great imagination, so we're asking primarily for books right now. He's really into his letters. We've gotten him a few work books from Target/Sam's Club for preschoolers. He can't get enough of them.
Costco also has cheap sticker books - the ones that you match the picture and description to the sticker or that teach colors, counting, etc. Both of our kids (2 year-old daughter, too) go through those like candy.
Build-a-Bear is also a huge hit in our house right now. Any clothing, accessories, etc. is a great gift idea - I don't mind because it sparks the imagination and keeps them being creative instead of in front of the TV.