Ditto on lots of stuff here. I just want to add that I would personally emphasize critical thinking early with a gifted kid (actually with any kid). Materials by the Critical Thinking company are not a bad place to start IMHO.
I believe we also found this series of books to have some helpful tips:
http://www.amazon.com/gp/product/0944583059/ref=wms_ohs_product_T2(A lot of the wisdom in such books would probably occur to a natural teacher, but I think it's still valuable to explicitly consider this set of skills in their own right, as a cross-cutting concern for how all subjects are taught.)
