I did The Young Scientists Club with my son in first/second grade. It's like $10 per kit and they mail you a kit to do at home each month. We had alot of fun doing that and he learned alot.
He is doing right now an online science course through NU/NUMATS. It's very good but I'm realizing that we don't have alot of time to do an online course in addition to everything else we do! I was earlier doing a chemistry set with him we bought online, which has been alot of fun too.