I am currently a senior studying elementary education at Wartburg College, so I believe that I can answer your question well. Young students love to engage in any learning that requires hands-on activities, dancing, singing, drawing, etc. If students are moving, they're usually happy. This said, it is also important to remember that students at a young age only have an attention span of a couple of minutes. In order for them to understand the material you are presenting to them, which will most likely take more than a couple of minutes, you must tie the concepts in with movement. Sing a song about the weather. Go outside, walk around, and take observations in a notebook. Not only do hands-on and active activities keep young children engaged, but they help them better learn material as they can make connections to what they are doing. Connections are they key to young learning!
With the above in mind, is there ever a time when young students should be in a traditional classroom environment? I cannot imagine a scenario where young students should be put in front of a lecture, as many students are in college.