The town of Rolesville offers some of those activities through the parks and recreation department. The website information is old so you may need to contact the town itself. The town of Zebulon also has a youth recreational program. They have a fall baseball/softball league. Registration was in June but you may be able to still register as practices start in August and games in September. I'm not sure what the town of Wendell offers but you should be able to find out through the town's parks and recreation website.
Local churches also offer football and basketball leagues through the Upward program. You can find out locations on their website at
Upward Sports - Fun Kids Sports Leagues and Camps and then click "Find a League".
Granite Falls Swim and Athletic Club in Rolesville has a swim team. The club has an outdoor pool that stays open until mid-October and an indoor pool that is open all year. They offer swim lessons. My son took lessons there and I thought they were fine. He knew how to swim but needed to brush up on his technique. They have a membership special going on right now and there is a deal going on for children's swim lessons/swim team membership for them at living social (ends tomorrow). You don't have to be a member for your child to take swim lessons. The fees are increased though.
For TKD, there is a location in Rolesville at the shopping center with the Food Lion on Main Street where several of my neighbors send their children. They all like it very much. There are also a couple of locations in Wake Forest that offer TKD (if you don't mind driving that far).
My son (age 10) takes tennis through the WFATA in Wake Forest at Flaherty Park. We really LOVE the pro there and prefer the lessons to ones he was taking down at Millbrook Tennis Center. They have classes (private and group) for all age ranges (I play there also). If you DM me, I can give you the pro's contact information.