G.B.
Try T-Ball, it usually starts for kids 3-4 years old, they really just sit around and pick flowers sometimes but it's so fun to watch.
If he rides a bike without training wheels he can ride a bike in BMX, go to amabmx.com to see if there is a track near you. In Yukon Ok. there was a 3 year old boy who came on second the last time we raced there.
Here's a link to the amabmx tracks in Texas, the national bicycle association has tracks too but I am unfamilair with them and don't know their website.
http://ababmx.com/index.php?page=default/tracks&searc...
Try gymnastics, he's plenty old enough to enjoy that.
Look into the YMCA for sports clinic/classes. They are a lot of fun and non stressful or competative at this age. We did a Soccer one and it lasted about 6 weeks, once a week and they taught lots of skills while having games and just playing things like kick the ball from this end of the gym to that end and keep it away from the teachers...
I hope you find some wonderful things for him to do. It is so fun to go and watch them learn about sportsmanship and do fun things.
There is also