Sometimes I randomly look intently at nothing in a random direction...
Like, really intently and at absolutely nothing. I do this for the purpose of seeing how many people look with me to see what I'm looking at. It's a bizarre psychological experiment.
Findings: People rarely ask you what it is you're looking at, preferring to try and find out for themselves.
I still occasionally do it, though mostly for laughs.
( Green Spanner and his magical lack of activity, Fri 25 Jul 2008, 4:05, 4 replies)

Ooh ooh!
I like to stare at people from a great distance and see if they look back at me. It's uncanny how many do so, even if I'm looking at their backs!
( Digeridude Lord Wellington's Beef Trapeze, Fri 25 Jul 2008, 5:01, closed)

Look up!
By doing the same "intense stare" but looking up you can gradually gather a crowd and then sneak off, leaving them to stare at nothing like the heard animals they are.
(Shippy likes linebreaks and doesn't care what you think, Fri 25 Jul 2008, 8:02, closed)

When in Durham, we used to do a similar thing - either standing and looking intently at a random building (pointing helps) and seeing how many other 'tourists' stop and look (extra points if they take pictures).

Or another variation - stop and lean over a bridge and look at the road/railway/river - again extra points for tourists also looking/taking pics.
(twiceydrinker hmmm is it pint time?, Fri 25 Jul 2008, 9:30, closed)

if you want to do it vocally
try looking at a window mid-sentence and saying
"Good lord, is that a swan?"
( Mockingbird Practitioner of SCIENCE, Fri 25 Jul 2008, 14:27, closed)