DISCLAIMER: I am not a teacher, nor do I have any real experience with young children outside of my own history - and one of my favorite games from about the time I was six. So please do take my suggestions with a grain of salt.
That said, I think it depends entirely on the functional level of your preschooler, and how much hand-holding you want to do.
(Super) Scribblenauts is great (though maybe better for gradeschoolers); it builds problem-solving and vocabulary skills in a way that encourages emergent gameplay.
I've never run Big Brain Academy, Brain Age, or related games, but I have been told they're pretty good - for what they are.
While not "educational" by any stretch, Mario Kart & Party (and really any Mario title) is fine for kids of any age. They're even better if you're playing along or have a few kids to play against.
Can you go wrong with Tetris? It can fix issues like amblyopia (lazy-eye blindness), it teaches pattern recognition, it's simple and addictive. I grew up on it.
Nintendogs and other virtual-pet games can teach responsibility, if you're willing to have the kid gaming that often.
Oh! And one more that I must suggest as a "great DS game", regardless of age - Elite Beat Agents (and its Japanese origin, Osu! Tatakae! Ouendan!)