I had the same problem this weekend (boredom) but I've found that I can't just sit still anymore. It was bothering me that I had nothing to do but sit around.
I can't just go to the gym whenever I feel like it as my gym is only open for group fitness classes.
So I brought the gym to me. I've purchased a few hand weights and I gave myself an impromptu weight/strength training session (with a good 10 minutes focused on my core, which doesn't require the hand weights). I'm planning on doing this more in the future and today my arms are a bit sore, so success I guess
Exercise doesn't have to be at a gym. There are plenty of ways you can sneak it into your day that doesn't require equipment, or you can buy some hand weights and lift them while watching TV...or just stand there lifting something
while watching TV instead of sitting and eating
If you have a Wii Fit, I know that the Wii Fit Plus (not sure about the original) has a mode where you can use the Wii Remote to keep time while you change to a TV station and step up and down on the balance board. Not the most intensive exercise, but certainly much better than sitting around!