We also like Rod and Staff, but for ages 4 or even 4.5 and up…I think they are intended for K. This set is more appropriate for 3yos: http://www.milestonebooks.com/list/Study_Time_Preschool/
Also Kumon makes some good workbooks for preschool…I like to put them in page protectors and let them use a dry-erase marker (except for the cutting/pasting ones of course). The letters, tracing, and mazes books are favorites here…as well as the cutting, pasting, or sticker ones This is a nice cover that can hold a larger workbook without tearing it apart: http://www.rainbowresource.com/product/sku/045508/cbbe859812f5ca9bbd15247d
Also, the dollar store workbooks are nice…We use them especially when I’m not keeping as close an eye on them. If they start scribbling all over the page, I don’t worry that we wasted an expensive Kumon book. 
I also give them dry-erase boards and markers to draw with. I do have to keep an eye on them so they aren’t drawing on themselves at that age!