If it's The Witcher, I slowly decay whilst desperately struggling to keep in my mind WHY I went into this random house. Because if I forget and leave, and then remember again, I probably wont make it through the next load.
Anything else, I just scoff Cadbury's eclairs from my Cadbury's eclairs drawer.
EDIT: Oh and during COD loading screens I massage my hands, let out a scream I didn't know I was holding in, philosophise about war and the futility of mankind's struggle against itself and then finally start shaking uncontrollably whispering 'It's the waiting I can't stand...'