Here are some of my favorite hobbies, alphabetically:

Anime

Anime is Japanese animation. It's not just some fancy cartoons, it's an art form. Anime deals with all genres and topics. Some deal with complicated and ethical issues, while others are just pure fun.
Among my favorite anime are Neon Genesis Evangelion, often considered the greatest anime of all time; Death Note and Code Geass: Lelouch of the Rebellion, both of which deal with anti-hero protagonists; Inuyasha, Naruto, and Bleach are fun and action packed, but they are long running shows (100+ episodes) so keep that in mind.
Naturally, I can't list all the anime I've watched and recommend, but if you're interested go to one of the many anime sites out there.

Literature

I enjoy reading (and perhaps soon writing?) science fiction and fantasy. Some may say this is escaping reality, but as C.S. Lewis once said: 'Who are the people most opposed to escapism? Jailors!' There's nothing wrong with having a vivid imagination (unless, of course, your imagination physically manifests itself- see Sphere by Michael Crichton).
Some of my favorite science fiction works are Dune by Frank Herbert, Rendezvous with Rama by Arthur C. Clarke and Foundation by Isaac Asimov. For fantasy, I've enjoyed The Lord of the Rings by J.R.R. Tolkien, The Wheel of Time by Robert Jordan, and Mistborn by Brandon Sanderson, among several others.

Video Games

While it's great to watch samurai slashing their foes or wizards invoking magic, it's always best to try it out yourself. You may be hesitant to join a dojo and may have trouble finding a school for the arcane arts, but that's where video games come to the rescue.
My favorite types of games are role-playing games (RPGs) and strategy. Some of my favorite RPGs are the Final Fantasy series of games (particulary 6 and 10), Xenogears, Chrono Trigger, Baldur's Gate, etc. I've also played some MMORPGs (massively multiplayer online RPGs) and my favorite is Ragnarok Online. Unfortunately, MMORPGs take a lot of time and effort so it's been a while.
For strategy games I tend to like some of the city-building type games, such as SimCity, Emperor: Rise of the Middle Kingdom, and Spore. I also enjoy some war games like Total Annihilation and Warcraft.