Hey there, as this is something I always found to be satisfying and fun, I had always wondered if anyone else did it on a regular basis.
What I like to do is grab a pair of spandex/lycra swimtrunks (ordinary compression shorts usually work too) and sit over the air jets in a hot tub/jacuzzi, the idea being that between the material becoming somewhat water tight and the air entering the trunks that they begin to inflate.