there is a sailing club in Intercontinental call regatta.

Football Club try to google evolution soccer doha (run by Tommy Westmoreland).

There are diving shop somewhere in Al Mirqab street.

If you like martial art Tae Kwon Do opposite jarir book store in salwa road is highly recommended.

Go down to Carrefour or Jarir book store, buy marhaba book. Thats a bible for newbie arriving in Doha, all sorts of information in the book. Clubs, hotels, restaurants everything else.