I whole heartedly suggest Lego. It's just amazing how many things about physics can be learnt from playing with the Lego Technic and Mindstorms series. When you're a child the most amazing thing in the world is making things and just watch them work. It's like magic, you know. So, you sit there furiously trying things, playing games in your mind and you start noticing things. You notice, while making a robotic arm, the farther away something heavy is from a joint the harder it is for the machine to lift stuff. Why?

What's happening over there? Then you realize that how heavy something is depends on how far it is from you on a rod. Weird. So, then you play some more and figure out how to use this to your advantage. After a while, you start learning tings, noticing things and start using them in your creations. It's just something natural and before you know it. You're in love.

I still love physics to this day thanks to that one Lego set. It really is magic.