My nephew has ADHD (that's not a clinical diagnosis, but it's pretty darn obvious lol), and sometimes even taking him to the grocery store can be a bit of a daunting task. 

 Any ideas on where I can take him to get out all that excess energy without worrying about him being a danger to himself or anyone else around him?

where are you... i can tell you loads of places if your in n.e. ohio

 you could try parks, bounc around places with those inflatable jumpy things, just out side would be cool too let him run off steam. 

My son has Sensory processing disorder which has some of the same characteristics as ADHD(check out my blog for more info)--Nolan loves the Children's muesuem in Madison.  For Christmas my mom gave the kids a year membership so we can go whenever.  Try gymnastic gyms they all usally have an open gym once or twice a week, some have open gym in the mornings for SAHMs.  These will get out the energy he might have.  At home activities try small puzzles- even though they have ADHD they need to work on concentration small activites like ,starting with simple, puzzles coloring and activity books are great learning experience.  Another awesome thing is sensory tables.  I fill our large roasting pan with cereals, rice, beans,cotton fiber or small confetti like paper this is stimulating put small dump trucks or cars for added fun- Hope that helps

Thanks for the suggestions O2.  I really like the puzzle and coloring ideas.  He's a bright kid and i know he'll definitely enjoy that.

Im with Rach here for parks, w all for gyms, and  playgrounds      farm field trips also awesome   just anywhere not required to sit still w only one focus    Blessings    one thing I  did with my girls was Karate   classes for lil ones  They Loved it and  while KK was better at excersizes  Sammi had a blast... Our Lydia  also loved  as I put her in Karate For Christ   at like 10 yrs           KK at 4  Sammi at 3 peewee classes...

Yeah i wanna do the park and playground idea as well, its just that I worry so much about him getting hurt.  But i suppose that's normal.

 I also agree a hundred percent on the sitting still deal...I took him to the movies to see Ratatoullie and that was a disaster...movies are definitely off the list lol.

My son has adhd and when I was able to afford it we put him into Taekwando. Ya I know kinda scary thought but it actually helped him to focus and with the one we went to they would give you stripes on your belt for doing something good either behavior or good grades. Made him have to work for the stripes. Try looking into that. We all took the class. It was hard work and I really want to go back but I cant afford to right now.

I agree that outside is best. Let him run off all that energy without disturbing others. Have you thought of fishing? I used to think my son had ADHD until I saw him with a fishing pole. He was stone silent and fully concentrating for hours. I learned that he is very focused when he's doing something he likes. Aren't we all like that?

I agree with Keriaz usually thisng like that will work. Get him to do some sport activities like Football, kick boxing etc...