One comprehensive site I like, which also has great state information as well as both content for both secular and religious hsers, is A to Z Home's Cool. the url is:
http://homeschooling.gomilpitas.com/index.htm
Here's what I've done for preschool with my twins, who are now almost 5:
CLASS TYPE STUFF:
Gymnastics or ballet
swimming lessons
art classes
kids' cooking classes
Some other options are Kindermusik, Gymboree, and anything else available through your community center or other nearby community centers.
NON-CLASS STYPE STUFF:
small playdates w/ friends from the above classes (usually one at a time)
visit the library to check out books on stuff they are interested in (currently, that means volcanoes & earthquakes, rabbits, and fish tanks) and read them aloud together
crafts - coloring paper, construction paper, crayons, markers, colored pencils, safety scissors, stencils, stamps & stamp pads, stickers, tape, glue sticks, pipe cleaners, pom-poms, craft sticks, buttons & beads, etc.
24 - 48 piece puzzles
tinkertoys & lincoln logs
sewing cards & lace-up beads
building blocks
Because the girls combine their toys in so many creative ways, I don't have any sort of "clean up one toy before you get out another" rule, and we also often leave their projects set up overnight, so they can continue playing with them the next day. They also often help me make their lunches when we have sandwiches, spreading condiments with butter knives, and adding their meats and cheeses by themselves. (I do any cutting, though.)
They help me choose meals for the week, help me measure and weigh fruits and veggies at the grocery store. When we hit the mall, they have a small allowance that they can choose to spend; I help them decode price tags and determine whether or not they have enough money to buy what they want.
They spend *some* time on kid-safe websites, playing games; they also learned to use the remote control when we watch tv/dvds. When the weather is warm, they play outside and dig and make mud soup and play tag; they've spent time making a mess in the bathroom sink with the liquid soap; they have tea parties with water and goldfish crackers; they play with leftover wrapping paper and scotch tape, using it to wrap their toys as gifts for each other . . . . there is so much they can do at home that they would *never* get to do in preschool!
Good luck!
Wendy McDonald