D.W.
We're in completely the same boat.....except, I'm the late one returning home after my husband has already picked-up the kids, gotten them a snack, etc.
We do turn on the TV when we get home so we can change out of our work clothes and get dinner started. Our 3 year-old has recently fallen in love with Word World on PBS. I can't say I mind him watching educational shows.
A lot of times, they're playing with other things while having the TV on - we got them Crayola Color Wonder Coloring Books for Valentine's Day, so that's been a favorite. Or, we'll get the legos/blocks out to build things.
Last night, it was puzzles and books before bed. Sometimes, it's in the basement with both kids (3.5 year old boy and 22 month old girl) fighting over Barbie or riding their scooters around the basement.
Our son LOVES letters right now. We went to an educational store and got a few posters so he can work on drawing his letters (we put chalkboard paint on a wall next to our kitchen - haven't decided if that was a great idea or not).
He also LOVES playing Memory, Chutes and Ladders, and Candy Land.
When they are self-entertaining I tend to feel guilty because I get so little time with them during the day, but I'm glad they're independent and can entertain themselves.