Not too long ago I came across a Thames & Kosmos chemistry set.  I looked further into the company and discovered that they make a plethora of other science experiment sets.  The experiments cover areas like electronics, astronomy, biology, chemistry, physics, alternative energy, and many others.  The kits range from under $20 to well over $100.  They are designed for children over 5 or older.  The fundamental series is a great place for a young scientist to start, particularly the Core Science kit.