movies! I go to the movies all the time by myself! lol
Does not matter girl or guy if you have to ask a stranger what to do by yourself your not spending enough time alone. base jump without the bungee.
Go fishing, go for a hike, go learn a snow sport, go for a run, learn to cook something new and delicious, go backpacking for the weekend, go clamming, have a nerd marathon and geek out watching all the star wars movies or your favorite show, play an mmorpg, play portal, learn an instrument, study a new language, masturbate, watch some football/basketball games, drink some beer with any of the previous ones, go to a club, get a new book you'll love and read it in one sitting,that enough or you want more?
Are you a girl or a guy? Because that makes a huge difference.