This fifteen minute video geared for grades four to six is both informative and inspiring. It deals with differentiation and 'Passion Projects'. Watching the students using and benefiting from these adaptations is great and you will get some very usable ideas for your own classroom.
This YouTube video, created by a teacher, shows an activity-extending game and details how to play it. This would work best for a gifted student in a 4th or 5th grade class, however it could be adapted to fit a broader range of ages. I tried this game with a student and they enjoyed it. This worked well as a tool for the student to use when finished their work early and it lets the student use the material they've learned in a new way.
This resource was helpful to me when teaching any advanced student. I found the section discussing how to spot a gifted student particularly useful, as well as the notion that being gifted is not necessarily a benefit. These are important factors to consider when trying to help your student flourish. You want them to be challenged but there are limits and elements to think of.
This article from the Bright Hub Education site is a useful resource when planning how to have your exceptional student create an independent study. This allows the student to take an area of interest and run with it. It's a surefire way to keep the student engaged while furthering their learning.