Are you looking for a summer program? The most well known and arguably the best program is RSI which is at MIT. Programs like PROMYS will also assist you in doing research. You might even be able to do research without being formally enroll at a program as long as you know people who can answer your questions like your high school teachers who have research experience in math/physics or professors at a university if you're taking any courses there (I've heard of high schoolers who have done it on their own like this so it's possible). Also see this thread for tips.
RSI's focus includes math and engineering. Not to discourage, but RSI is one of the most difficult programs to get into. I think around 80 juniors every year are selected. Here's the link: http://www.dodea.edu/students/rsi.cfm
From what I remember, RSI required a minimum score of 220 on the PSAT just to apply.
Nevertheless, it seems like a fantastic program.
If you like astronomy, you might want to check out the Summer Science Program (like RSI, for juniors only). www.summerscience.org
Or if you're into biology, Earthwatch seems like a very good program. (Several of my friends did this one). http://www.earthwatch.org