All sorts of puzzles would be a great way to do at this age and it's a great thing to do with you! You can have really simple puzzles all the way up to very complicated ones. You can have anywhere from purely fun to educational ones or a mixture.

I have a bunch of puzzles for my kids that we do together.  My son got it for his 2nd birthday and a month later could identify all the letters.  It's something they can hold, and you can quiz them or whatever.  We did one for numbers, too.  Melissa and Doug have some good wooden ones that will withstand little ones.  Have fun!!

Hi there, i dont know of any dvds but i have heard little einstiens is really good.  There is this bike that plugs into your tv by fisher price and its called the smart cycle. The child rides the bike and on tv they learn to count and learn the alphabet ect.