That's one of the reasons I got into roleplaying in the first place. Here I could spin stories - collaborative art, if you want to get precious about it - and safely return to the comfort of the real world at the end of the evening. Here you can immerse yourself in not-quite-competitive interplay, duelling and falling in love and betraying and thwarting evil until you're hardly able to clutch your dice for the coffee-shakes. This, you see, is fun.
Being the luvvie type, I drifted quite easily into live roleplay too; it's got all the advantages of a good round-the-table game, but with the immersiveness of physical action. Both have their place. Hunched over a table, with a fistful of dice and a dim candle, I can play out the deepest emotions of my table-top character, but live - well, you have to experience an army in full flight. You can't describe it.
I would also like to use this platform - ah, the Web is truly the ultimate vanity press! - to discuss the long-held belief that roleplaying is somehow linked to teen emotional disorders, satanism, occultism, and even suidice and murder. As a pretty "dark" non-christian occultist, I've got a certain perspective on this that some folks may not like. Click here if you're interested.