Here are some things I've done in the past when riding by myself and getting somewhat bored with doing circles:
Barrel racing (I just set up orange cones in a cloverleaf pattern, and I'll put a spin on it--English saddle or bareback, for example--I find this really helps me with my balance, especially bareback)
Ground poles - Set them up in random areas around the arena and do some various courses. Start at a trot, then once you're feeling good try them at a canter. Good practice for working on your striding if you jump.
If you have dressage letters, make up some short dressage tests
Obstacle course or set up a trail pattern
Weave through cones -- Set up 3-4 cones, start at a walk, then a trot, and even a canter if you're up to it and they're spaced far enough apart. Come at it from both directions, and if you want a challenge, even try backing through them!
Desensitizing... though I wouldn't do this in the saddle! But always interesting and beneficial to occasionally pull out the horse-eating tarp or plastic bag.
If you want to make all of the above especially interesting, do it bareback!