I've never lived in Utah. I get out plenty. There are many, many fun things to do in Provo. Even the nightlife is good, despite what a few people have mentioned here. Provo is actually a pretty big hub for music. There's a lot of really high quality musicians that come through and play in the local clubs. There are rooftop concerns. There are concerts in UVU's basketball arena and surrounding areas. There are ALWAYS parties going on...you just have to have friends to know about them. There are plenty of other random events that go on throughout the year. And if you're still complaining, SLC is only 30 min away with plenty of other options. That's a pretty quick drive, however I rarely felt the desire to go up there.
I'm just speaking from experience on this. In my time living there, I rarely went to sleep before 3am on the weekends. There is always something fun going on. And if not, you have plenty of friends all around to hang out with.
By comparison, the places I've lived the longest are LA and Orange County, CA (where I currently live). And yes, there are plenty of fun things to do here as well. As another side note, I'm 25 years old, so maybe my tastes in fun will change over time, but I have no complaints at all.