I'd be careful with Mensa. It can be mentally stimulating at best, but pretentious, prideful, and downright bigoted at worst. I'm always leery of separating out the world by characteristics we cannot control, with IQ being one of them. And while an adult with a good head on their shoulders can glean what is useful and stuff the rest, I'd worry about some of the attitudes of other members rubbing off negatively on my children.
I'd consider actual achievement-based activities as a better direction to steer your daughter toward. A debate team, academic decathlon, chess clubs, even research projects through private organizations would all acknowledge and reward her brightness without causing some of the gloating/ego issues that come about from elite membership to an elite group, who think quite highly of themselves and rarely for any reason more substantive than IQ.
Wow, sorry, I didn't mean to soapbox! I'm pretty passionate about this issue, especially since DH and myself fall into the Mensa membership guidelines, but wouldn't ever join. I didn't realize until after I typed it out that my opinion was quite that strongly negative on the subject, however.