My oldest did great playing on his own and hope my other two can learn to do the same. You can't constantly entertain your children, they should be able to do that on their own some of the time. Just my opinion though :-)
It depends what you mean by entertaining. They should be able to do things on their own. I also think that we shouldn't ignore our children. I play games, read, and do many fun things with my children. My 8 year old beats me on the wii all the time. I don't consider it entertaining. I just love spending time together.