Don't neglect those regular outings you must do, like grocery shopping, post office, etc. While out, stop by Petsmart or Petco and let him look at the animals. Browse through Borders or stop in on a storytime session. The walking will wear him out and stimulate his mind and language.
Rainy day? Take pillows from sofa and toss on floor and jump. I'm a bit compulsive, but realized that a messy house and short-term chaos was worth the calm afterwards. Make playdough (recipes online) and let him punch the dough.
More ideas? A great book to get "The Out of Sync Child Has Fun" by Carol Stock Kranowitz. Available at the public library. Nothing wrong with your little guy. The book just offers tons of activities to stimulate sensory integration, which can benefit all children. You can learn to modify activities to suit your schedule. You'll be surprised to learn that many of the games you probably played as a child were beneficial on so many other emotional levels.
You're enrolled in two great programs. Don't overdo it. Your home won't and shouldn't be a gymboree 24-hrs. a day. Children can get overstimulated. So can Mom. When the weather breaks, it'll be a bit easier to keep him busy. The park and backyard will help. I wouldn't be too concerned about a lot of playdates with other boys, unless you feel like refereeing and apologizing the entire playtime. When he turns three there are pee-wee sports classes for soccer and basketball where he can wear himself out. Meanwhile, keep up the good work.