Martial arts.
It was mentioned before but I can not understate the importance of learning a martial arts discipline. He is also at the perfect age for it. You would be doing him a massive disservice if you do not enrol him in a class asap.
Beyond the obvious boost in self confidence, one of the most important benefits of martial arts is that it effectively introduces an amazing effort/reward system. You teach him from this young age that you start at the very beginning and you work your way to the top, strip by strip, belt by belt. It gives him the benefit of experiencing real life struggle in a safe and controlled environment and does so repeatedly every class, so he learns how to win and how to lose. There is competition and seeing his peers and male role figures, and it also adds a routine that he can fall back on whenever life gets too crazy around him, because at 6pm he has to be in class. There is also the descipline of working your crafts, hard work, he will make friends too.
And imagine 10 or so years from when he starts, when he gets his black belt, he will reminisce fondly on the day you took him to his first class. That will make your bond even stronger.
Do it.