Developmental toys are wonderful, but it’s important for the parent to buy the appropriate toy for their child at the appropriate age. Premature infants are often behind on their developmental milestones so it is important to correct for gestational age when selecting age-appropriate toys. This is usually the case in significant prematurity, such as a 24-weeker, but not true for a baby born at 35 weeks. Many premature infants will "catch-up" in their development by their first birthday, most by their second. In preemies with significant delays, early intervention programs should be started as soon as possible.
Developmental milestones are listed in every parenting book and on the American Academy of Pediatrics website. Most toy stores list ages on their toys so parents (and grandparents!) can get the best ones for that particular age. Of course, baby may be more interested in the box and wrapping paper!