For us, one of those outside the school activities at an early age (as I've mentioned in another thread a few month back) was the local gaming store. A lot of very bright, quirky, but really enjoyable kids hung out there playing strategy games. (Yugioh, Magic the Gathering, Mech Warriors, HeroClix, etc.) It was also a good way for our kids to learn to win and lose gracefully. Just an example of looking for activities with those of like mind.