Thanks for the replies so far! Yup, intense would be a good way to describe DS1! We've been following his lead - he tends to be quite obsessed by his favorite activity(ies) at any given point in time.
He's not in preschool/daycare at this point, but he enjoys playgrounds/trucks etc. as much as any kid his age; however, he tends to rush through the more intellectual activities in play areas, like matching complex shapes or interlocking-block type puzzles, very quickly. I like the idea of a play-based program, but it seems that private schools around here mostly have openings at the nursery/pre-K level, so we may have to commit soon (especially if we can overcome the age cut-off). OH and I were not challenged in school (we were both at the top of our classes; he skipped a year; I tested in early, and wrote with my non-dominant hand and solved problems many pages/chapters ahead during class time to reduce boredom), so perhaps that's why we are worried so early on.