On the treadmill, I read or more rarely listen to music. A good book will cause the time to zip right on by.
I don’t get bored while lifting.
iPod + music (pre-iPod, I had a portable CD player). This is on a treadmill or elliptical at the gym. I have a playlist of stuff that’s got a solid tempo - not too slow or it’ll slow me down.
I’ll often have that on, and be watching one of the TVs they have wall-mounted. I can use the music to help with my pacing, and use the TV for mild mind-occupation.
They recently installed personal TVs with their own DirectTV tuner on the treadmills at my gym :). That means that I can watch something that I want to watch rather than the standard Sports or Oprah that I see on the big screens.
When I’m running elsewhere, I listen to podcasts on my iPod Shuffle. If I get bored with a particular podcast, I’ll listen to Broadway shows.
Jesus Christ Superstar and Tommy are both good for a 10-12 mile run.