Having fun is vitally important. We all need it. But how do we get it?

One answer is the "fun industry." At one end we have Disney, which pushes its movies, TV shows, and theme parks on you and rakes in billions of dollars. At the other end we have Burning Man, which charges $50 a ticket and expects you to bring everything you'll need yourself.

Another way to have more fun is to do what the Greeks did: send your kids away to boarding school. Boarding schools are almost extinct…