First of all I put on a comedy podcast in a language that I don't understand (preferrably Japanese), so I can't say "haha.... that's not funny... I am bored...".
If I hear people laughing I just have to laugh with them.
Second I would eat something, probably I would try to cook something with a new or very intense flavor (even if it's just lots of pepper and salt).
My third option would be to write down all the things that concern me right now and if I can do anything about them right now. (Maybe write about some topic at plinky.com)
If I'm still bored after that, I go to sleep.

What I would not do: watch TV (I got rid of my TV, because I was always watching TV when I was bored), listen to the radio (same as with TV), play video games (I used to do this only a couple of weeks ago, but I suddenly don't see the point in it, anymore).