What not to do when you're bored
You are going to get bored sometimes.  You can learn to successfully distract yourself from the boredom as soon as you identify its presence, but there will always be times when you find you are just too lazy to find something entertaining to do, and nothing and no one at hand inspires or appeals to you.  It's human nature.  Maybe you can change your diet to do something about it.  Maybe there are some strange people out there who just never get bored (and maybe there is an invisible pink unicorn).  But you, Mr. or Ms. Average Person, are going to get bored sometimes.  Which means that there is a certain piece of wisdom about social dynamics that you should learn now if you haven't already:
Never, under any circumstances, talk about being bored.
This means that the following expressions are verboten, off-limits, interdicted, and right out when speaking aloud somewhere anyone else can hear you or recording in any written medium which might ever be chanced upon by another human, unless you are directly quoting another person or character:

  • "I am bored."
  • "I'm bored as shit/fuck."
  • "My dear chap, it seems I am suddenly overcome by a quite pernicious case of ennui!"
The reason for this interdict is quite simple.  Indeed, Harvey Danger has already put it more plainly than anyone else could ever hope to do again:
"If you're bored, then you're boring."
If you talk about being bored, then, first and foremost, you are doing nothing to stimulate interesting conversation.  Conversation proceeds naturally because the participants are interested and boredom is a state of not being interested.  It is, by its very nature, the very antithesis of interesting conversation.  If you walk into a silent room and announce that you are bored, then you are likely to get the following responses:
  • "Go read a book or something?" from someone who is otherwise occupied.
  • "Join the club!" from someone who is equally bored.
...or no response at all. In any case, without a change of subject, everyone in the room will immediately return to whatever they were (or weren't) doing.  No one is likely to invite you to sit next to them and explain to them all about the origin of this bored feeling you display.  "Oh, that sounds extremely uninteresting!  Let's talk about it!" they might never ever ever say. 
No, your only hope for turning this into an interesting conversation with someone is to immediately change the subject: "Anyone want to go see a movie or get a beer?"  But you may notice that this sentence forms an interesting conversation topic in its own right, so what was the point in admitting that you were bored in the first place?  It's not a very good opening for a conversation about something completely different.  At best, it will serve to show that you have a whiny, complaining side.  And no one likes a whiner.

On the other hand, if you announce in the middle of an ongoing conversation (even if you are just joining it) you are committing an even worse social faux pas.  Announcing to friends who are enjoying themselves that you are bored looks like an accusation: "Hey guys, here you are all having fun, and I'm over here bored.  Why aren't you trying harder to entertain me?"  I don't think I even need to say how selfish that sounds.  Yes, even if you are idly commenting on a mental state without consideration for the topic at hand, you are being a jackass.  At worst, you look like a douchebag that expects your friends to keep you entertained.  At best, you look like a selfish jerk who refuses to pay attention to what's going on around you and try to engage and integrate yourself into the social setting.

And since I know you don't want to be a jerk, I'm going to assume that you, Mr. or Ms. Normal don't go around declaring your boredom indiscriminately.  But keep a look-out for those who do: a surprising number of people do this seemingly without realizing how alternately insulting, selfish, or pointless it is.  (I just grepped my IRC logs for a particular channel and found 185 occurrences of the word "bored" in the last year or so, most of which appear to be the above described declarations of boredom.)  And when you find someone like that, do me a favor and give it to them straight, okay?