I tend to monologue. I'll start quoting a scene from any sort of media i;ve seen and act out the parts as well.
Either that or i will sing to myself.
But the most common thing i do when i am bored, and unconsciously of course, i normally end up drumming my fingers. This seems to be the most common thing i end up doing, as it normally leads to me tapping out a beat on my kneecaps.