Hi C.~
I have a 4 year old and 18 month old and both are HIGH energy kids. Here are some of the things they like to do (and it wears them out too).
Gymboree: This was already mentioned and it's something that we were involved with for 3 years....my son loved it. It's something fun to do together. We started just before he turned 1. I know there's one located in Rochester if you were interested in checking it out.
Swimming: Mine take swimming lessons and we also go the hartland school pool where there's an indoor splash pool for young kids. There's a big outdoor one in Troy and indoor too. Or even a kiddie pool at home.....
Indoor play areas at a mall like Great lakes Crossing or Novi Mall. Or a Jungle Java (farmington area I think) and Castaway Cafe (we go to the one in Howell).
One inside toy that is a hit here is an inflatable spaceship (I've seen a lot of different shapes beside this though) that's full of those plastic balls. I think ours is from Walmart....relatively inexpesive and it's gets a lot of use with 2 crazy kids rolling around in it.
Hope these suggestions help! :) K.