Ahh, the joys of having only a nephew (with another - or niece on the way in a month) and being the 'Black Sheep' of the family...
... I get to go over there and corrupt their tiny little minds and never get trusted to babysit!
We used to run loads of holiday clubs when I was working in a school though - there's usually something for everyone from sport & music to art.
Otherwise check out your local library - if they aren't organising something then there's usually a community noticeboard or something similar. Bound to be some stuff on there.
Do you have a local Hobbycraft shop - they do holiday courses in all kinds of stuff too.
Granted, they all generally have a cost involved (though often not with the school ones) but it's worth it for your peace perhaps.