It depends where you live and how old you are. I live near Houston so these are things that I would do:
Paint-balling is always awesome!
Get some friends together to play soccer or backyard football. Go to the lake-(Kayaking, Canoeing, rowboat, paddle-boat).
Fishing/hunting.
Go to a concert or professional baseball/football/soccer game.
There is the Saint Arnold Brewing Company to tour and taste lots of beers, or go wine tasting which ever one is your type.
Go on a road trip! Best way to make memories is by going on an awesome road trip to Vegas or New Orleans. Go to a casino and take lots of videos/pictures!
You can go camping, hiking, BBQ on the beach and then camping out there
go-carting, renting a dune buggy for the beach.
Go to 6 Flags Amusement Park.
If you live more north then go white water rafting or skiing/snowboarding.
If you're artsy then try painting, there are fun places in Houston like Pinot's Pallette that has an instructor to teach you how to paint and you can bring your own wine and snacks. You can take dance lessons with friends. Go work out. Pole dancing lessons are actually really fun! Even if you're really conservative, pole dancing with a group of girls that you trust is still a blast. Make a video with your friends.