Our kids got alot of toys and clothes when we adopted them. For that age group, though, I'd suggest Leap Pads for the 4 and 5 yo, to help them with learning and I'd find something educational for the 2 yo, too.
We love when people give our kids learning games.
If you want to give them something smaller, that's good, too, then you can supplement with a savings bond for each, so the kids start learning to save.