Clue, Jr. We enjoy the game - you have to think to set it up, think (what do you still need to learn?) and pay attention (mark your sheet right) during it, and be a good sport when mom wins two games in a row...
As for learning, DD got a DS for her 6th birthday and one game - Animal Crossings - which is well-liked by most people, and she *should* be able to learn about budgeting during it (you can make money, then take it to the store and buy stuff or pay off your house. She's still in the buying junk phase, getting upset because she can't buy a bigger house)
What Leapster games do you have? Math Missions is well-liked at our house. She'll also play Pet Pals, but that just kills time. I also understand Leapster's coming out with an 'older' game platform - DIJI?
You could also go for games for a regular computer. At 5 I wouldn't buy a kiddie computer. Jumpstart I've heard are pretty good. DD mostly plays Pony and Princess games, though. And hits up the websites - peepandthebigwideworld, starfall, suessville - for learning games. OK, nickjr as well...