My daughter will be 5 in May. She hasn't done any organized sports yet at all, but she does take horseback riding lessons once a week. My mom has horses and working around the barn is something they really like to do together, so as long as she enjoys the lessons, she can keep going. (Though I'll admit that it freaked me out the first time I went to watch her and saw my 35 pound daughter on a horse all by herself.) She's also had some gymnastics lessons in the past as well, and if she wants to, I'll sign her up to play basketball and/or soccer at the Y.
I'm not an "everyone gets a trophy" type, but I'm not Marv Marinovich either. I just want her to be able to do things that she enjoys that also have a competitive nature about them.