I always thought the concept of going to a little shop and painting pottery that someone else made seemed silly. I finally went and did it with a friend one time and it was a lot of fun. It's not really about the piece you're painting, it's more about trying something different and spending time with a friend.
You pick a piece of green ware (perfectly white pottery that's already been fired in a kiln) and paint with whatever glaze you choose. Then you leave the piece, they fire it in the kiln again and voila! This is the little milk bottle I painted. It's nothing crazy, but it makes a good little vase and it reminds me of a fun afternoon with a friend.