Yes, her interests are extremely broad within basic science. She really has only just been exposed to science; it has never been a school subject for her until this year and the news I received from my parents was just that she came home very excited during the first week of school because she would get to learn science. In the time since, her interest is disappearing because of the factors I mentioned in the OP. My goal is to get gifts of a variety of styles so that hopefully at least a few end up helping her explore her own interests and decide what those interests are.
I will sort of repeat myself: I see people other optimizing on this thread, half recommending books and half recommending experiments and hands-on things.
It may appear that she is equally interested in every sort of thing, it may be that even if she isn't the best thing to do is to expose her to every sort of thing, but some people are more "book/theory" people and some people are more "build it/test it" science people, and that's OK.
I think anything given to her should be customized for her preferences, as best you can ascertain them.
I have an 8-year-old sister who is very interested in science. The school she attends (in rural Indiana) takes the mantra of "teaching to the test" to a whole new level; my sister has already come home from school many days crying and stressed over fear that she won't pass her state's proficiency tests (which are 5+ months away). They are underfunded and the science curriculum is what most of the (overtly religious) teachers are undertrained in, and so science is essentially not addressed. My sister has about an order of magnitude more homework on cursive writing than on anything related to science.
I want to purchase a gift for her for the holidays this year (the occasion doesn't matter, but it's a time when I'll actually be home so I can give her the gift and play with her / explain how to use it / hopefully help her start thinking about some things). I'm willing to consider age-appropriate ideas across several price ranges, but I want to think of something that will deliver a lot of utility: i.e. it should be compelling enough that an 8-year-old will actually like using it and there should be at least some evidence that she will benefit from it.
I've considered things like the EDUbuntu computers that come with lots of educational software, but actually buying one seems to be not straightforward. Is the best thing to buy a cheap netbook at then install EDUbuntu myself? Is a netbook too much for an 8-year-old? I'm mostly focused on things that will help her be proficient with computers and potentially help her develop a more sophisticated interest in them as she grows up. The Lego Mindstorm robotics stuff also crossed my mind.
Does anyone have experience with this / know of resources for making a good investment? Or am I way over-thinking this and just some regular Legos or art supplies are going to do essentially just as much good?
Added 02/25/2012
Much of the advice was very helpful. I ultimately found out that my young sister was interested in "mixing chemicals together because it looked cool." An item that I found which looked like a good way to bridge the gap between her more girly interests and her interest in chemistry was Perfume Science from Thames and Kosmos. I also purchased a variety kit from Snap Circuits. She loved both items and we spent a good bit of time playing with them during my trip home to see my family. We made several different kinds of perfume and also did some activities that helped explain how different extracts have been acquired throughout human history for their smells. Ultimately, my sister made a science fair project (something which surprised my parents a lot) based around one of the activities in the perfume science booklet, and she won second place.
I was very happy with both my decision to ask this question on LessWrong (despite the title of the post, which seems to seethingly annoy many LWers) and my purchase decisions. I used the website Fat Brain Toys to purchase the items and everything arrived without a problem. That site seemed to also have a reasonably good selection for more educationally oriented toys across several ages, and with useful customer reviews.