Mix it up, that's the best way to have fun, IMO - here's how I approach it:

Quests: Quest when you feel like it in zones appropriate to your level. Sometimes I am in the mood for questing, and I don't mind running gather quests x5. Usually I'll spend about 2 hours or so questing if there are a LOT of gathering quests in a chain, before I feel a little burnt out. Usually I will quest to gain XP when I don't have any rested xp, as it's often a bit faster this way.

Grinding: If I don't feel like questing and I have plenty of rested xp, I might grind. In Wrath, there's a really nice spot in Sholazar Basin right by Freya that has pretty much an endless and instantly respawning set of undead mobs, so you can sit in one spot and just beat the crap out of undead for as long as you like, getting plenty of frostweave and vendor trash in the process.

Instances: Usually I like to do these when I have some rested xp and a specific boss loot in mind - it's kind of grindy, but it can be fun. Look up an instance on WoWhead and see if there are any quests you can get to add a little extra. Also look for achievements, if that's your thing, and do those.

PVP: Battlegrounds, as have been said, can be a nice way to get xp, especially during an AV weekend. I personally don't really enjoy PvP much, but it is a neat break from the other stuff.

Work on professions: If you're burnt out on any of the above but still want to play for some reason, go farm mats for your professions or something.

Play 3 teams at once: I usually have 3 teams that I'm working on at the same time. Usually they're at very different phases and different class compositions, so they can be different to play. Right now I've one team at 85 that I am working on getting geared up for heroics (thus lots of reputation grinding and instancing), another team of gnomes that's a mixed composition group that I'm running through the new old world, and finally a gimmick team (5 druids) just to have fun. What is nice about this is that at least one of the leveling teams ALWAYS has full rested, so if I'm in the mood to play WoW but don't feel like doing whatever is going on with one team, the other team is probably fun, and will probably be well rested.