I also had this post a few months ago and got some great tips:
http://giftedissues.davidsongifted....ng_an_after_school_curri.html#Post240037

In terms of structured programs, my 5 year old does an after school enrichment program 2x a week but only because she is really ahead in writing and the school hasn't been supportive in actually teaching her how to write. She also does two sports programs which has helped provide challenges for her to work on.

I agree that it's good to follow their lead on what they want to do. Mine is a voracious reader so she spends most of her time reading, but once in a while she'll declare that she wants to work on writing her chapter book or circuit board. Both my husband and I work full-time so it's difficult for us to provide her with a formal after school program. Lately she has been into learning chess, so we have been teaching her the last few days - it's a great way to exercise her brain while learning how to be a good sport. smile

Have you thought about languages? Music?