Forgive my terrible photograph, but this is My Naughty Little Sister, by Dorothy Edwards. I had heard of this series of books, but didn't read them myself until now. My four year old loves them and so do I. The stories are well written, witty - something for the parents and the child to laugh about, which is always good - and the stories sound authentic to the child, getting up to mischief, tantrums, etc. These stories are more than 50 years old but age has not withered them...
This is part of the Frog and Toad series by Arnold Lobel. A lot of his stories were illustrated by Maurice Sendak. Haven't started in on these yet, but his previous stories are great - amiable nonsense about an owl who thinks the moon is following him, who feels sorry for the cold winter and opens his front door to let it in to warm itself by the fire (he lives to regret this decision...)
Another series by Arnold Lobel.
The Little Girl and the Tiny Doll, by Edward and Aingelda Ardizzone. We already have this in an anthology of childrens stories. It's about a tiny doll abandoned in a shop freezer and the adventures she has there (stacks of frozen food are like skyscrapers to her) until she is finally rescued by a little girl. It's one of our favourites.