My children love LEGO! We are happy to find LEGO Juniors level for Adrian since DUPLO does not spark a fire in his eyes any longer and Julia's Friends and Creator series are too hard for him. Juniors level is perfect for Adrian right now at three-and-a-half years old. He was able to follow detailed instructions page-by-page; allocate and count the necessary number of pieces and assemble them correctly. Two hours later, the Demolition Site was up and running (buy here). This set includes a dump truck with tilting open-box bed, digger with front bucket and rotating back arm, and a demolition crane with rotating wrecking ball, plus a building under construction.
The process of assembling LEGO develops stamina, instills persistence and meticulous attention to details, and fosters independent work. 
LEGO play also advances the ability to follow detailed and tedious assembly instructions.
Most importantly, LEGO offers the joy of seeing the creation come to life once assembled!
LEGO is also a great tool for developing fine-motor skills as precision is required in assembling the pieces. Moreover, the mental skills of problem solving are being triggered as analytical or logical thinking is inevitably stimulated when a child has to compare, evaluate and select the appropriate pieces, not to mention the large element of creative thinking in solving open problems. I rejoice seeing my child deeply engaged in a concentrated meticulous hands-on work, which can offer so much while captivating him entirely!
See here how we incorporated LEGO pieces to learn about fractions.