I got into Yahoo! Sports fantasy gold a few years ago because some people I used to work with decided to do it as a joke, and since the golf "season" is so long everyone would have a lot of trash talking and fun rivalries. It was somewhat interesting, and it made boring golf highlights on TV somewhat more pertinent. Plus you really only have to set a lineup once per week.
I've also played fantasy hockey which I think is just as interesting as fantasy baseball, however it's much tougher to find true hockey fans that will keep a league from stagnating with only a few team owners left actually playing halfway through a season.