Been there too. Things that have worked for us:
Minecraft. Seriously a major icebreaker for non-sporty kids. My kid learned the lingo and was able to talk to most kids about Minecraft, whereas most kids were not interested in his unique interests.
Cub scouts. My DS LOVED being in scouts and while he didn't make a best friend there it gave him a great way to interact with other kids that didn't involve team sports.
Science Olympiad. He really loved Science Olympiad and he and his team partner really got along well (it helped that his team partner was also HG).
Solo sports. My DS does not like group sports. So he takes fencing, and the first day he started the other kid in the class and him hit it off and now they wait for each other by the door for the other one to get there. I can also think that karate and archery might be good too.
I would also suggest you read a book called Eight Keys to Raising the Quirky Child. It was very helpful for me.
