My kids almost never say, "I'm bored." I think the reason may be that if they do, I always look at them like they just said the coolest thing ever and tell them, "Great! That probably means you're about to have a good idea. People often think of interesting things to do when they are bored!"
This doesn't mean that my kids don't get bored. Sometimes I see it coming, and then I try to quickly bring out something new for them to explore.
Lately, the magnets on our refrigerator have been seeing a lot of action, so yesterday I put out some trays on the dining table with as many magnets as I could round up. We had lots. I put out several kinds of metal objects like cans and containers, cookie cutters, and whatever I could grab in a few minutes. I even brought out a box of pins (but only left them out when I was standing by).
They were occupied with these for over an hour, testing them, building things, trying to make them stick to different things, and gathering more magnets from their toy collection. Before long, they came up with some fun games to play using little rubber guys that had magnets in their hands and feet, controlling them with other strong magnets under the tray.
Sometimes they called it "Little Guy Dance Party" and sometimes, "Little Guy Fight!"
Speaking of little guys fighting, did you see that scratch on Diego's cheek? Little guys fighting seems like one of the "interesting things to do" that my boys come up with when they are bored. That is why I scurry around trying to conjure up something else for them to do if I happen to see it coming!