We don't follow the Feingold protocol per se, but we do try to avoid foods with artificial coloring and/or flavoring, artificial sweeteners, and overly processed foods. I do believe - quite firmly - that it makes a difference for DS7. When he does have food like that (for example, at class parties) his behaviour changes and he starts bouncing off of the walls.
I agree with Kerri about the need for lots of exercise. I bought a small trampoline for DS7 ($20 at Walmart) for him to use when it's too blustery outside for him to run around and work off his excess energy.
Some other things that I have found helpful:
1 - getting rid of the TV. Yes, this is radical. Our TV broke last August and I opted not to replace it immediately. Just to see what would happen, you know? Eight months later, I still haven't replaced the TV and I have absolutely no intention to buy another one any time soon. It's been great all around. DS7's attention span at school and at home has improved drastically. We can still watch DVD's on the computer, but that is more purposeful than the mindless consumption of whatever is on Cartoon Network.
2 - we do some "sensory diet" exercises found in the book, The Out-of-sync Child.

I'm writing a small novel here .. I could go on about this forever! Send me a PM if you'd like to discuss this further.

Rose