Well, I sometimes find the gym a bit boring too, but I go anyway.
Some "more fun" exercise ideas:
At home, I'll take a deck of cards (probably one or two missing) and deliberately throw it on the floor during commercials while watching tv, and make sure that I stand up, bend down stand and pick each one up individually. :) That works - lost about 2 inches that way (took a few months!!)
put laundry (it's gotta be done anyway - right??) in different areas. All clean clothes come out of the dryer and go on the kitchen table in a big pile. Then I fold one, walk it into the dining room and make another pile, mine, DH's, DD's, kitchen towels, etc. Then, put away.