General Antonyms:
* Engaged
* Interested
* Excited
* Stimulated
* Enthusiastic
* Alive
* Energetic
* Intrigued
* Fascinated
More specific Antonyms:
* Entertained (if you're talking about feeling bored with nothing to do)
* Challenged (if you're talking about feeling bored with a lack of mental stimulation)
* Inspired (if you're talking about feeling uninspired)
* Happy (if you're talking about feeling bored and unhappy)
The best antonym for bored will depend on the specific situation.