There's been some good suggestions (Brain Age games are pretty fun), but one of the problems I've seen with overtly educational games is that they tend to not be very engaging. My kids quickly lost interest in a couple of "educational" DS games. But, my youngest son, who was about 7 when he got his DS Lite fell in love with the DS version of Age of Empires. While not explicitly an educational game (it is a turn-based strategy game with LOTS of history), he has learned quite a bit about it. The game is based on actual historical characters (Joan of Arc, Richard the Lion-Hearted, Saladin, etc...) and historical battles, conflicts, etc... Each character and mission is introduced with a brief history of that person or event before the playing begins. That wound up igniting his interest in history. He's now in the 3rd grade and probably knows more about history than a lot of adults! He knows the flags of most European countries, knows the basics about the Crusades, the story of Joan of Arc, etc... And, this game has led him to read books on the subjects and explorer the history used in the game. So, from that perspective, I think that game proved to be very educational.
that's something I've seen in other games, too. Quite a few games, especially those targeted to kids, are pretty mindless, but there are still quite a few games that are really engaging and strongly reward creative thinking, analytical thinking and other cognitive skills. While not explicitly educational games such as Animal Crossing can wind up teaching kids a LOT.
Something to consider....