H.,
I started my kids' learning as soon as they showed even the slightest interest. In fact, from the time they were born we counted all the buttons and snaps on their clothes, talked about body parts, named the shapes of the road signs, called out the colors of train box cars, etc. By the time they were three they knew all that basic stuff because they had heard it so often.
When my oldest was still a toddler I got a subscription to Brighter Vision Learning Adventures and have used them for now the third child. Once he got about four or five though he did work each page of the higher level workbooks so I threw those away. I have "Slow and Steady Get Them Ready" which starts at birth and also the first of the "Five in a Row" series. The preschool curriculumn I recommend to everyone is by Rod & Staff; simple, thorough and very inexpensive.
If you have any intention to send them to public school though I would recommend you not let them get too far ahead. In my opinion, public school programs for three and four-year olds is review, review, review; the four-year program here is play and review and kindergarten is even more review. I say, let your kids play and BE KIDS until they're like five or six and then start them on their formal schooling. By then they have more maturity, can sit still and concentrate longer and can handle more complex ideas.
K.