I wanted to second no5no5's idea on looking at gifted schools.
My oldest dd (now 5.5) sounds very much like your dd. She had a terrible time in a "normal" preschool, but thrived when we switched her to the gifted preschool. It is was/is a non-academic preschool (meaning they don't have to sit around and answer those pesky questions like "what shape is this?"). The curriculum is geared to take on subjects in greater depth -- the kids do things like act out life in a bee-hive (with different kids being drones, the queen, etc), study different cultures, dissect owl pellets. Lots of field trips, foreign language, music, art, etc.
Because of this enrichment in the preschool, I was able to wait and let my May birthday child go to kindergarten with her age appropriate class. She has some immaturity issues, so it really felt like the best choice. Now that we're nearly done with the school year, I still feel that way, though I can't say she didn't tread water in a few areas this year.
I find some of the pre-schools with the best resources are attached to a larger school (schools going up to 8th grade or up to 12th). Are there any options like that available near you? It sounds like there should be in an area you describe as, "upper middle class educated community that values education."
Just some thoughts...
