If I think about it, we have actually been afterschooling since Alice was a baby. While she wasn't attending school yet, she did receive early intervention (EI) services on and off for the first three years of her life. Of course she had toys that were just toys, but we also looked for things that had therapeutic value.
My favorites from that time were:
Bubbles. These are GREAT for developing oral motor control, and kids LOVE them.
Cheater chopsticks and cotton balls or colorful pompoms. You can either make your own cheater chopsticks at home or buy some. We have these:
It is a great tool for developing the pincer grasp. Alice would dump a cup full of pompoms out on the table and then pick them up one by one with the chopsticks and put them back into the cup. She would sort by color, etc. I also let her eat snacks with the chopsticks.
A jelly roll pan and some mixed dry beans. The jelly roll pan is key here - it contains the mess. You can do all sorts of things with dry beans - sort them, make pictures with them, stick them up your nose...
Playdough scissors and cardstock. Did you know that using scissors is a skill for 18 - 24 monthers??? Neither did I, but there it was on Alice's OT goals. This was a skill we did NOT work on at home because I really didn't want my 2 year old to be able to use scissors. However, once you are ready to start working on scissors skills, playdough scissors and cardstock are the way to go. The playdough scissors will cut the cardstock, so it is satisfying to the child, but they don't cut much of anything else. Except playdough.
Pony beads and pipe cleaners. I think Alice was 3 or 4 when we first gave her some beads. Pipe cleaners are good for kids who are first learning to string beads because they don't wobble and the beads stay put when you put them on. This is also great for working on the pincer grasp.
Puzzles! Puzzles are great for developing motor skills, attention span, and spatial relations.
Playdough, clay, and silly putty / theraputty for hand strength. You can hide small "treasures" in the playdough for the child to find and dig out. This is especially useful if your child is reluctant to touch the playdough. Somehow giving them a specific task makes them much more willing to dive in.
Dress up clothes for practicing self-help skills.
TONS of art supplies. Crayola twistables were our crayon of choice for awhile. They don't require much downward pressure to make a mark. Alice had a hard time learning to coordinate that motion (downward pressure while moving the crayon on the paper) with regular crayons and the twistables relieved a lot of frustration.
A lot of these are things we would have had around even if Alice hadn't needed an extra push developmentally - they are just good playthings. Even if you have a typically developing child, I highly recommend browsing pediatric OT / PT catalogs. They have the best toys! My favorite companies are achievement products and Pocket Full of Therapy. I also got a lot of good ideas for activities from the book The Out of Sync Child Has Fun. (Hint - you don't have to have sensory issues to have fun with the activities in the book!)