Do choose worksheets that are appropriate for the child's level, since children can get discouraged easily, if they are unable to perform the activity. Well illustrated worksheets with cartoons are also more likely to appeal to children. Worksheets that use common situations children come across at home, school, in the market place etc and that use common objects known to children would be more relevant.
Almost everything you do with your child can be turned into an opportunity to learn - and worksheets can give you the guidance you need to find those opportunities.
These are basically digital versions (like ebooks) of worksheets that can be bought and downloaded to your computer from the internet or from CDs and then printed out. The advantage is that you can print out whichever sheet you wish. If you need to re-inforce a certain concept more you can usually print out that sheet again. Of course you will therefore need to have a computer and a printer.
Academically, parents can use preschool worksheets to help teach their children some of the basic skills they will need for kindergarten and school.