DivinylsFan Games and concerts tend to be more fun, but so do some movies. I've seen certain movies max out a sim's fun meter, from less than neutral, and also have little effect. I'm not sure whether it's only about the genre or there's another factor too, but you could try different ones for different sims.
I've noticed at times that sims will leave a concert once their fun meter is full, even if they're only inside the rabbithole for a few minutes, so that's something to be aware of.
As for other fun things to do, eating at a restaurant and staying for drinks is fun. You could also import a lot with fun objects from another save, or make your own, or redecorate an existing one. I borrowed the Red Rendezvous from Twinbrook, put some nectar on the ground floor and a bar and various skill-building items on the floor above, and that's the lot I tend to use for dates where I want to control the sims.