While I don't think its possible (or healthy!) to have fun 100% of the time at anything, I do know that when I play, the vast majority of the time I'm having great fun. My friend and I are levelling, questing, and levelling crafting classes, exploring, making the suicide run through high-level areas just to see whats out there, and taking reams of screenshots. Oh sure, you have your moments where its a touch obnoxious ("Gah, look at all these idiots dragging goblin bombs onto me while I'm fishing so they can save a half-second getting to the next FATE" or "Oh c'mon, how do you fail an 89% gather rate 16 out of 28 times?!") but that's true of anything. Once I hop back on my chocobo, or my coeurl, or run into a malboro (morbol), I'm right back to having fun again.