What's the best reply for "I'm bored"?

I would ask: really

"Sounds like a personal problem"

Sorry to hear that.

I told my Aunt that one time, and she said, "If you're bored, then you're bor-ing".

I just laughed. I guess if you don't want to be boring to others, then find something

interesting to do.

My mother's reply was always, "I'll find you something to do" = work.

It was amazing how fast we kids stopped being bored. : D

Try something you never ever did

Well, you could do what my aunt did; every time I saw her and didn't say that she gave me a quarter. Your friends will probably require a larger payment. I'd seriously be tempted to tell someone who said that to me that they're not just bored, they're also boring. As the other answer says, suggest that they do something.

Yes, they want you to entertain them or come up with an idea to alleviate their supposed boredom. You can ask if they want to go see a movie, go fishing, go bungee jumping, fly a kite - whatever. If they don't like your idea, ask them what they'd like to do.