Watching porn (obviously...), browsing 4chan (even more obviously...), Watching animé or any other film/TV show on my PC, because I use headphones and have sound turned on almost to the maximum and I hate when people can hear what I'm watching. Similarly with listening to music.
And I sing/beatbox/dance terribly, so I don't do that in front of other people. Not even behind them... But it's fun once I'm alone. For me.
Also, I feel like my privacy is violated if anyone sees me watching videos on YouTube or searching something on Google. It just feels weird...
My classmated laughed when I played Pokemon on my DS at school, but I couldn't care less.