I find that I get depressed when i'm bored and I get bored easily. I think everyone should have an acitivity in their life that is exciting. So far the only thin i've found that never gets boring is poker. It can be difficult when you're losing, but its never boring. I know that I can sit down and play some poker, and while i'm doing it I will not be thinking about any of my problems.
You can play for no money at a lot of websites, but I think its a little more interesting with a bit of money involved. Ideally, you would get a friendly poker game together with some friends and socialize a bit too.
Warning: poker is not for everybody. If you notice that it makes you depressed or angry, you should find something else to do.
If you have found activities that cure your boredom, i'd love to hear about them. Post a comment.