I honestly don't remember the last time I was bored. I have too much to do, and too much interest in doing it to get bored. I can always think of something to do. Or read. Or write.
But, my kids have sometimes been tempted to use that awful word, that bored word. When they do, I tell them that I'll start clearing the house right, this minute of all the clutter -- the books, the puzzles, the games, the toys, the crafts ... if it's all too dull, we may as well get rid of it, no? They generally scatter and find something at that point.
If that doesn't work, or if you're too nice to do that, then don't forget to have your kids check out these great lists from Sherry at Semicolon:
100 Things to Do When You're Bored
100 More Things to Do When You're Bored