Occasionally when I change planes in Atlanta, instead of a jetway, they'll have you exit the airplane via a stairway right onto the tarmac. I'm sure there are still a lot other airports that do this for certain smaller flights, too.
In these situations, I like to walk very slowly down the steps and wave to an imaginary crowd. Sometimes I'll even say "Thank you, thank you very much" as I'm waving, and hum "Hail to the Chief." It drives the other people waiting to exit the plane nuts, but it's fun for me.