A good stretch before more physically challenging activities can help prevent kids from getting sore afterward. Try out a fun activity like "Sprouting Seeds" to start. Gather the children in a circle and tell them all to crouch down, holding their knees with their hands. Slowly instruct them to rise up off the ground, like a flower blossoming from a seed, until their arms extend to the sky. Quicken the pace with every new revolution until the kids jump toward the sky.
Running activities help preschoolers burn off energy and interact with friends. Relay races in particular can offer great entertainment. Group the kids into two or more teams. Have them take turns within their groups racing against their opponents from one point to another and back. Other games similar to "Tag" work well in getting the kids to run around. Try "Shadow Tag," where the kids break off into pairs, with one partner chasing the other trying to touch his shadow with her feet.
Add some more sports-related activities by letting the kids play with some bouncy balls. For one activity, hang a hula hoop from a tree trunk and have the kids try to throw a ball through it.
Try pairing the kids up and handing each pair a ball. They take turns throwing and catching the ball, or kicking the ball back and forth to each other, moving farther back from each other with every successful attempt.
Turn on some music and let the kids dance. To make it more entertaining and perhaps more organized, play a game called "Freeze Dance." The kids all dance around an area to music until you turn the music off at a random moment. The preschoolers all have to freeze in their places until you turn the music back on. Any player caught moving gets eliminated.
For another activity, set two ropes on the ground about a foot apart at first. Have the kids leap over the two ropes one at a time. As the game proceeds, widen the gap between the ropes to see who can jump the farthest.