"I'm bored"; "There's nothing to do". Every parent, babysitter or care giver has heard this at least once, and more than likely more times than they can remember, from a child in their care. An adult may look at them and think how can they be bored? They have a room full of toys and activities. However, kids need stimulation and with a little help, they can learn to use their imaginations, and have endless opportunities for fun.
Naturally, their age has something to do with their boredom, for example a school age child that has been inside a room all day probably needs something they can do outside or at least different from the "educational" atmosphere they have been in all day. For them you might try a playhouse of some kind. It could be a giant teepee, a princess castle or a space dome.
A child that is not yet in school might benefit from something a little educational that will keep them active yet also may give them that "big kid" feeling too. A play mat of some sort is a favorite among kids. They can be used indoors or outdoors, and can be left out or put away until needed. Perhaps you can add a group of soft blocks sets. There are many choices for kids that are age appropriate.
Having these types of toys and activities available will probably not let you avoid the "I'm bored" syndrome all together, but it will make it easier to satisfy that boredom.