Here's a nice list of toys and puzzles that develop nascent math skills. I spend a lot of time on early math skills with my toddler because the foundation she gets now is what will carry her through later. Also, I work a lot with kids who are struggling with math and I've picked up some good insights for which toys and activities help prevent some of the deficits I see from ever developing.
1. Wooden Shape Sorting Clock. This offers the chance to review shapes, colors, number order and telling time.
2.Tangrams for toddlers. Matching and following patterns is an important early math skill.
3. Number Snail Puzzle. This is a great puzzle. You really should take a look at it. It requires kids to know that 2 comes after 1 and 3 comes after 2. Also it uses more spatial skills than the usual flat puzzles to create a 3d snail sculpture. Spatial skills are important for math.
4. Infantino Matching Colors and Textures puzzle. This puzzle requires sorting and matching skills. Because there are so many pieces, you can easily split this into two separate puzzle kits to keep things fresh and avoid overwhelming younger kids with the sheer number of pieces.
5. Memory game. One of the more serious math skill deficits I see in the kids I work with is the inability to memorize anything. They can't retain information long enough to do simple calculations in their heads. Expanding their mental capacity to not only keep numbers in their head but manipulate them mentally is a big skill I work to develop in my students and in my own kids. Memory may seem like a simple game, but the math skills it develops are critical. This is a MUST have game.
6.I Spy books are a great way to hone sorting skills and visual accuracy. This simple game also engages memory by requiring kids to remember what the object they are looking for looks like and then mentally compare the one they find to the one in their head.