Carmen Sandiego games have to be my favorite. If I recall correctly, "Where in the USA?" was the first, followed by Europe, and then World, and then Time. I am pretty sure Time is the last; a little unsure about the other ones. Even though they were largely a process of hunting through the reference books included with the game along with some minimal logic / deduction, they were great for children to learn.
Other than that, Number Munchers - definitely a favorite.