I wouldn't really call it a fun alternative... they're just something extra for the toolbox that you can try before resorting to the drill. As a hobbyist they're cool to fiddle about with, but you'll tire of it very quickly. Not because it's too easy, but because it's tedious and repetitive... after all you're basically just tapping a key with a little mallet and fidgeting with the tension till it opens.
In saying that, it's not as easy as it looks... to be able to bump locks quickly and reliably you'd need to practice like crazy to develop the right feel for it, and you'd need to experiment with different techniques (sping bumping, adding dampeners etc) as many locks will need a bit of figuring out as opposed to sticking with the basic pullout method.
In my opinion your time would be better spent learning to pick locks properly, it's much more versatile and more fun. People have made a hobby out of bumping though, so if it really fascinates you and you don't get bored of it, by all means go nuts.
