Great free download. Activities geared to grade levels. http://studydog.com/
Reading and following directions. British English but still fun and helpful. http://www.bbc.co.uk/skillswise/words/grammar/texttypes/instructions/game.shtml
While designed for ESL students, the reading activity has relevance for all early readers. http://www.geocities.com/pccprep/qz.htm