I know a elementary way to prove that for $n>1$, $n$ never divides $2^n-1$:
Suppose that $n$ does divide $2^n - 1$. Then $n$ must be odd. Let $p$ be the smallest prime dividing $n$. Then $2^{p-1}\equiv1 \pmod p$. Let $m$ be the smallest divisor of $p - 1$ such that $2^m \equiv1 \pmod p$. Since $m$ is smaller than $p$ it must be coprime to $n$, so $n = qm + r$ with $0 < r < m$. Hence $2^r \equiv 1 \pmod p$. Contradiction.
One can find this solution here (it's from an old Putnam exam). But I heard that there is a nice way to prove the claim utilizing group theory and Lagrange theorem. Could somebody provide such a proof?