One of the best ways to wear an active dog out is actually through mental exhaustion rather than physical. One common misunderstanding in dog owners is that they have to run their dog to death in order to wear them out. In most dog breeds, it's nearly impossible to physically wear a dog out.
One old school method of dog training is to mentally challenge your dog through their own natural hunting instinct.
Basically, you take a hand full of dog food and toss it out into the backyard. The dog uses their nose to "hunt" the food and in the process they mentally wear themselves out.
After they are finished eating, you have one sleepy pup on your hands!
We use this method with Molly, only we use a Kong feeder. It's a large red, hollow, Kong shaped, toy/food dispenser. The bottom of the toy is weighted, which causes the toy to bobble around when Molly noses it or forces it over with her paws. There is a small hole cut out in the side of the feeder that dumps the occasional kibble out onto the floor. Molly knows her food is in the toy. However, she is forced to use her natural instincts and little puppy mind to extract her food.
It literally takes Molly a good 30 minutes and then some, to finish her entire meal...which used to take her all of 5 minutes. After her meal, she's ready for a nap! She is honestly, worn out from tackling the food dispensing toy.
There is one con when using this method, she sometimes sends food kernels flying all over our floor...however, between she and Ali, I've yet to find any left over after the feeding frenzy ends. (though I do swiffer a lot more now days)