Oh boy, reminds me of when I was young. Legos are great. If they have any sort of video gaming system the game of tetris is sure to enhance their visual/spacial recognition as well. I went straight down this path when I was younger:
Year By Year Starting at age 7:
Tetris
Legos
Microscope
Telescope
Crystal Growing Set
Rock/Geology Set
Chemestry Set
Lego Mindstorms (Legos + mechanics + rudimentary system of programming = awesome!)
Model Rockets/Model Airplanes
.
.
.
Age 21:
GPS
22:
New Suit because I need to go get a job (in Engineering)
As far as places to go, my parents had to get those things at toy stores/hobby shops because they were not as well acquainted with the series of tubes. Nowadays there's thinkgeek, newegg, buy.com, amazon.com the latter ones being more generic. For the budding teenage computer engineer heavy into microelectronics, try sparkfun. Best of luck!