Snap Circuits and Lego both are excellent. Here are a few on my 9yo son's wishlist (from Dad):

http://www.amazon.com/Makedo-FreePlay-Kit-For-One/dp/B007UN4...

http://www.amazon.com/How-To-Balloon-Animal-Kit/dp/B000ELV4E...

http://www.amazon.com/Art2-D2s-Guide-Folding-Doodling-Activi...

http://www.amazon.com/gp/product/B007GC0IO8/ref=oh_details_o... (and related kits)

HTH