Also Errector.us
Also not sure if Capsela is still around but I loved those.
Good luck,
Jordan - FolioSwarm
Then, of course, the perennial classics of Erector sets, Tinker toys, and Lego.
Some of my favorite toys were Legos. My little brother used to get all the Lego presents growing up (because he was a boy) so I would use my allowance to buy my own. When she's old enough, try out the Lego Technic series or the Mindstorms. I had the entire first-gen of Bionicles (this is where my allowance went for a year), a Mindstorms R2D2, and the RCX 2 Mindstorms kit by the time I entered middle school.
I don't think you'll get a lot of mileage with the prepackaged science/engineering kits. I used to get those all the time for presents. Barely used them. They're just not that fun and don't have a ton of reuse. You also get seriously railroaded. You want to explore at that age, not follow a set of instructions.
Same goes for telescopes. The kind that parents are willing to buy are the kind that will probably get used only a couple times (unless your kid is REALLY into space). Also applies to the star-projector things.
Set, the card game. What a great game.
Equations is a competitive math game for 3rd-5th graders. You can scale it for lower grades by taking the exponents and square roots out. It's best played amongst peers. Get the rules off the internet, not from the boxed instructions. I was pretty good at it back in the day--my team placed 3rd at regionals. I volunteered with my old elementary school's Equations club a few years back and whooped those kids (still got it, baby). ;)
I think early access and training in hardware tools can really open up the possibilities for any kid that likes building things. I was always building things as a kid.
EDIT: Punctation and details.
For <= 3 yrs here's another list... http://www.amazon.com/registry/baby/3TYUVBEO9672C
http://www.amazon.com/Princeton-Companion-Mathematics-Timoth...
http://www.amazon.com/How-Solve-Mathematical-Princeton-Scien...
Its certainly too advanced for a 6 year old (or even a 16 year old, TBH) but just having it around is really great, I think. I remember when I was younger, I would look up stuff in more advanced books even if I couldn't understand them right away. The feeling I had was always: "Someday, I will be able to understand this..." which made me learn more physics and math.
"How to Solve it" is especially great if you do/will teach her in the future.
magnatiles, squares and triangles that snap together to make buildings and other structures, high quality and all kids love them. (they are pricey but this is one of the best toys we ever bought, now at target). http://www.amazon.com/Magna-Tiles%C2%AE-Clear-Colors-100-Pie...
Legos in general . . . are great. Mixels are popular now and give you a lot of creative options to combine them.
Consider lego mindstorms a little advance for 6 but something you could build projects on together. (check out the Lego Jr. FLL program and FLL robotics competitions for kids).
The snap circuit sets are fun, again something you can do together initially.
html/css is always fun for kids, get them a domain and hosting and start teaching the basics.
There are lots of great how things work books out there and lots of great documentaries on netflix.
Create a water board . . . get a square piece of plywood and attach tubes, containers and help them set it up to flow top to bottom (great fun in the summer).
http://mathartfun.com/shopsite_sc/store/html/PenroseTiles.ht...
The online shop for the new Museum of Mathematics in NYC has some of fairly cool stuff, also:
[1] https://simple.wikipedia.org/wiki/Main_Page
EDIT: I don't remember pentominoes being square, more triangular/rhombus shaped. Wikipedia shows unfamiliar shapes: https://en.wikipedia.org/wiki/Pentomino
Not sure if people still play with ant farms, but Darwin and E O Wilson both played with bugs.
Telescopes.