I've played through Trine 1 & 2 with my boy (aged 4/5). Took about 3 or 4 months for each of them, as we don't play often, but he loved it.
Also tried Sonic Racing Transformed, which he thought was ok, scribblenauts, which is sort of educational for him with the spelling, and even tried Gauntlet - which went ok, but he got a bit scared when being chased by Death, so we stopped.
I've been considering trying a Lego game, though he's not familiar with any of the source material for them, or Rayman legends.