For memory - "No-Glamour Memory", published by Linguisystems.
For comprehension and cognitive reasoning - Visualizing and Verbalizing workbooks. I have the grade 4 set and each lesson includes sentence by sentence analysis of an interesting paragraph, vocabulary, putting the details in order, critical thinking questions, and ends with writing a short story.
Brainbuilder and Earobics - the Earobics is geared to younger kids and the Brainbuilder is kind of creepy - a blinking eye and weird music. Unfortunately didn't go over well with my 10 yo, although I may give it another try in future.
For listening and following directions - "A Metacognitive Program For Treating Auditory Processing Disorders" (publisher is Pro-Ed). This program is designed for auditory processing disorders but some of the exercises are for developing attention, listening and language, some are for developing visualization techniques for language, and it contains an appendix of metacognitive strategies for improving reading comprehension. Some of the exercises are similar to those in Brainbuilder and V/V.
Teacher Related Resources - "Main Idea" grade 4 and "Mysteries For Writing and Critical Thinking" grades 4-8.