Em777er, the usual things ... yes, some take DVDs and such with them when flying to the less "desirable" routes (not sure where those might be on the CX network), some hire bikes/cars to explore the neighbourhood whilst others stay in the vicinity of the hotel pool with a good book.
It may be different at CX compared to the airline I currently work for (I'm not a pilot but flew longhaul as crew so spent many hours with these guys) - many people enjoy longhaul because they tend to accumulate a lot of free time off towards the end of the month which they then use to catch up with family, hobbies etc.
At some point in your CX career you'll be doing a lot of non long-range "there and backs" as well I would imagine.
For me it was the destinations and all those days off. Not sure if that's what they want to hear from a propective cadet though