Okay I'll try and think of something original!! Me and my friends do the same thing a lot - shopping - but we don't seem to get tired of it!!
But you could:
1. Have a film fest - Everyone in your friendship group brings over their favourite DVD(s) and then you just stay up really late...or just not go to sleep..watching them! And get lots of food while you're watching them!! You could buy a mini chocolate fountain and enjoy that!
2. Make a list of things you love about your friend - so I suppose that's not the kinda thing you probably meant, it's not something you go out and do!! But what you do is - this is really for sleepovers - is get in a circle and everyone has a piece of paper and you write your name on it. And then you pass the paper around and say you get 'John's paper' you have to write something nice about him and so..
3. Go to the gym and have a laugh attempting to do one of the classes!!
4. Go swimming
Lol they're really boring ideas but hey it's start!