Corinna,
In the book Genius Denied (and several others, I just happen to have Genius Denied at my fingertips) they have a chapter entitled School Solutions: "I Do Not See Boredom Here", and a subheading called "Early College: I Didn't Miss a Thing". They mention a program for girls at Mary Baldwin College in Staunton, Virginia that looks interesting. (i.e. I would love to find something similar for boys!!)
They have an early college program for young girls (looks like age 12 or so) with the Program for the Exceptionally Gifted (PEG). PEG allows the girls to compact the four years of high school into a year or so, and then allows them to start taking college classes. The kids are given a lot of adult guidance and support and live in a dorm arrangement with other PEG kids. It says that the kids can still go to events and mixers with the high school students in the area as long as they return by curfew. Just something to keep in mind. They mention several other programs at universities, so it might be worth investigating.
I agree with the previous posts that there are tons of things that you can learn without packing the bags for college. Even in the hard sciences, you can explore fascinating topics like astrophysics and cosmology (no lab space required for big bang theories, string theories, or gravitational waves!), electronic circuit design, optics, nano-technology, quantum mechanics (wave/particle duality and Schroedinger's Cat), artificial intelligence, computer languages and programing, physical chemistry (electron shell theory), genetic mutations and DNA sequencing... just to name a few. A kid could go off on one of these tangents and be completely happy for months at a time. Even if your library doesn't have books on these topics, there are plenty of college kids willing to sell their books for next to nothing at the end of the semester when they are trying to move out. I would suggest looking on a bulletin board outside a large lecture hall, but today's kids are probably posting their used books electronically. Amazon has tons of these books too. I read a paperback book called In Search of Schroedinger's Cat when I was 18, and I could easily have read it at 14 or so. (all conceptual with no math, if I remember correctly) And most gifted kids love reading about these abstract concepts. They may sound intimidating, but if an average 18 or 19 year old can grasp them, then a gifted kid would have no trouble. Science is one of those topics that has endless avenues to explore and you can find the material presented on many different levels of understanding.
Sorry... I got a little carried away there. I do love science. But I'm sure there are equally entertaining options in other fields.

We may be in your shoes in a few years. We have an eight year old son now who will graduate-with no further grade skips- at 16. But he will probably run out of science classes long before then. Our current plan (HA! How many times will that change in the next 6-8 years!) is to let him start taking classes early at a local university while in high school... Just for fun if he wants... to explore different topics and help determine a major. Then he can transfer to a school of his choice later.