It depends. If you do not enjoy the activity, it will not do anything to help in the college admissions process, because the committee will see right through your motivation in pursuing the activity. The only caveat is that if it is late in your high school career (junior year onward), you will not have much time to excel at a new activity. In that scenario, it is best to continue the activity, unless you have other activities that you have been pursuing. It is more important to think about the why you are quitting than the fact that you are quitting. Sometimes just stepping away from the activity for a few days is enough to renew your interest.
These are some programs that are popular among high school students. This is by no means an exhaustive list of nationally recognized programs. Boy’s/Girls States