Some states and cities put a lot of budget money towards non-profit programs. Depending on where you're located, especially in high crime areas like Rochester, Harlem, Boston, and anywhere with sports in Philly (haha..
) I'd suggest starting out at your town hall, and trying to get in touch and firing off letters to your various city and state representatives (Mayor, Governer, Senator, Reps, etc). They're the most likely to listen - especially if you're active in local government, or well respected in the community.
I'd also suggest pitching your idea at local libraries, youth centers, and elementary/middle/high schools. These locations would provide great locales to collect the support of your local community - parents and children alike - and the people in charge of those locations should all be well placed to help you find out about lesser known local grants and state programs that can bring you some start-up capital.
Good luck, and if you need any help gathering information or with your program, feel free to private message me.