I've often thought about it, even thought I was doing it, but was only daydreaming. I've heard that meditation can be very good for the psyche. Not only does it have a calming influence, but it also helps change bad habits, behavioral disorders, something to do with disassociating from materialism.
I know there are some monastery hideouts in Thailand where you can go and learn the techniques, but I never made it that far. So how do you go about it..? You're supposed to sit in a quiet place, close your eyes and think of nothing for ten minutes? Doesn't sound hard.