I think boredom is important, and if you aren't experiencing it in some measure on a regular basis then it is possible you're depriving yourself of the ability to experience maximum pleasure from the world around you.
Ok, that was a lot of hedging language. Here is what i mean. I tend to view the mind as a complex but general purpose signals processing device (its been a useful model for how i understand why i do what i do), and I tend to understand that the brain's natural bent is to normalize sensory input. This explains why if you wear colored lenses, the brain will filter out that color and return your perception of what you see to what it considers a normal white balance. The way the brain tends to filter out pain is another example.
Using that understanding, I tend to define boredom as the feeling of desire for stimulation. The reason why I think boredom is important is because if you have been experiencing a lot of stimulation your brain will have normalized those sensations down to a more normal level. That means your ability to derive pleasure (or pain) from an experience is dependent on how much experience you've had lately. When you do something that produces little stimulation, your brain allows itself to lower whats normal.
This is why, I think, meditation and the need to "unplug" are considered so beneficial. Ultimately, what you want in experience is a kind of sin wave, where the length and amplitude of a given experience has been tuned to your specific personality and physiology. Some people like a very mild wave form, some like an intense one, but times where you are able to normalize allow you to re-experience enjoyable activities over and over again without burning out.
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Having said that, I think that often what people like DFW experience that drives them to suicide isn't boredom perse but boredom combined with depression and/or despair. A struggle with despair is much worse when you go through periods of boredom because boredom makes space for the despair to fully occupy your mind. Experience is distracting, but not a cure.
Anyway... those are my thoughts. And for a bonus, a poem i wrote some years ago encapsulating some of these thoughts.
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life is like a sinus rhythm
its ups and downs
beat in, beat out
the problem is the frequency
too fast, too slow
we complain, we exult
but what we really want
is proper length and amplitude
— 12/21/09 – 21 - http://www.walljm.com/2012/06/04/life-is-like-a-sinus-rhythm...