Snap circuits are amazing. They come with an instruction booklet to make hundreds of different projects, like a doorbell, flying saucer (yes, it really flies), and working AM radio. I learned about this at a Science Technology Engineering and Mathematics (STEM) for girls event I volunteered for at UC Davis. Nobody wanted to stop playing with them! If you were to pick one toy from this list, make it this one.
These bubbles don't pop! They can stick around for days. I loved these when they first were invented, and I love them now--the last time I played with some was this August!
Erector Sets are a classic and a must for any girl who likes to invent and design. They were one of my all-time favorite toys. I haven't used these specific sets--I had my Dad's set from the 1960's--so I just linked to pretty basic sets from a range of prices.
Anatomy models really are just like puzzles only 3D, which made them a lot more fun for me. I only had a human skeleton, and it was incredible fun trying to put it together without the directions. I wish they'd had all these animals ten or so years ago! (There are more, too, if you search--like a scorpion.)
The Daring Book for Girls is another necessity for any girl with curiosity about anything. This book runs the gambit from writing in code to whittling to double dutch, and a million things besides. I've given this book as a 19th birthday present and a high-school graduation present to daring girls I know, so there really is no wrong age.