I think to avoid the "boring now" that is going to happen with a character simply walking around is to :
- play as a peasant , not as a hero or demigod, it changes a lot how the game AI reacts to you, making things a lot more interesting than "everyone is ultra passive" or "everyone is too afraid and run away when you walk around" situations.
- go and play 34.11 or lesser , mostly due to walking around being much more dangerous and much less predictable (ambushes and other threats by example does not show themselves as a * to you from afar in the world map), making the player more alert and so helping to move the "boring now" to a much later time in your wanderings.
-do not think that having bogeymen enabled will make things better to keep the solo wanderer happy, while it can lead to interesting things happening rarely, most of the time it's just a game over coming without any interest generated there.
Now for great locations to wander around and avoid the always boring "oh i saw that same convulated plain and hill with that same damned river on hundred of world" that will always be a problem for adventure mode explorers, it's difficult and you're completely dependant on the worldgen results.
You may check some of those following worldgen example in the hope one may generate a world with better locations to wander around than your usual attempts
http://dwarffortresswiki.org/index.php/DF2014:Worldgen_examplesI guess a monster island type :
http://dwarffortresswiki.org/index.php/DF2014:Worldgen_examples#Monster_IslandCould be interesting to walk around, the related thread about Vanod's adventure was rather fun.