Definitely an Exersaucer!! Any brand, doesn't really matter. I have an Evenflo at my house that is wonderful, and my mom has a Baby Einstein one at her house that my kids loved too. I don't know what I'd do without my Exersaucer.
The other thing I really love and use every single day is our Bumbo seat. Love love it. I use it constantly. My baby can "sit" on the floor with his big sister and play, he sits in it and watches me cook supper, etc.
Those are the biggest 2 things I couldn't live without. Other than that all the toys/games are so optional and it doesn't take much to entertain a 4 month old! :)