not sure your area or this time or year but soccer is a great sport fir little ones. my girls both started playing at 3. Their brother started in Kindergarten so they have both been around soccer their whole life and wanted to play too. It is a great opportunity for releasing energy, working on gross motor skills, listening skills :following instructions, learning something new, trying something new, practicing things that challenge them.
We have a kinderkickers program around here where the kids are basically just getting used to being around a soccer ball, learning that you use only your feet, how to kick the ball correctly (every important....my son was never taught not to kick with his toe until he was about 10 and actually almost broke his toe, not to mention that you have no control and less power kicking with the toe rather then kicking correctly...when I coached U6 after the experience with my son that was the 1st and most important thing taught) , what dribbling is, what a goal is, etc. It is a great program. They do play mini games against each other but never for win/loss and mostly again for introduction to this is the field, this is a team game, this is what you are supposed to do. They kids have tons of fun doing this! If you have something similar in your area I would look into it.
Also the Y has sports activies and organizations. If your child doesn't already know how to swim this is a great time for swimming lessons too. And if he/she knows how to swim continue on with them. Great activities/exercise. It is fun and the more you learn the safer in are in the water. My kids all still take swimming lessons every year. Soon my son will be able to take the lifegaurd classes. He loves it!
Hope this helps :)