Growing up, my favorite "camp" stuff was horseback riding, softball, and swimming.
We've always stayed very busy doing our "own" thing all summer, having lots of fun and lots to do, but this year will be my 6 year old's first time at daycamp: 1 week of day camp with the cub scouts he just signed on with. That includes hiking, BB gun safety and shooting, archery, water play, arts & crafts, etc and he's really looking forward to it.
The boys do swim lessons every summer, but that's not a camp as much as a 2 hour/day thing where I'm present and watching through the window, for 1 week. Our library offers free things: a musical, a dance troop, arts and crafts, storytime for my youngest, youth chess club for the oldest, a 2 hour fencing class, the critterman, a live snake show, etc...all that is free and stuff the 2 boys can do together with me. We have season passes to 6 Flags, Hurricane Harbor, and membership to area museums. We all 4 take Krav Maga classes, we'll be doing a little bit of "school" everyday (and making it fun), we're going on an exciting summer vacation where we'll learn culture, history, art, music, and lots of physical activity outdoors, so we're working on our own "family summer camp" all summer long. Day camp is great and is enrichment where they can get out and meet some peers, and that's good too.
My friend's daughter LOVES zoo camp, does that a couple weeks every summer, and wants to be a zoologist when she grows up. My brother enjoyed football camp, swim team, space camp, and robotics club. Really, when choosing a day camp I'd go with something that would excite the individual child's individual interests. Every kid has their own idea of what is awesome and fun, and all these different options just give them an opportunity to explore it.