I usually travel with my gal, although there have been two occasions during the past year when I haven't. I thought I'd share a few ideas about how to do this, in an enjoyable manner.
1. Have an agenda.
It doesn't matter if this is to seek out some rare species of animal in a rain forest, or simply to relax, but have a clear idea in your head about what you want to do. Turning up at your destination with no ideas runs the risk of quickly descending into boredom, and questioning why you went at all.
2. Unless the aim of going alone is solitude, be sociable.
Being on your own makes this easier in many ways, and as long as you are pleasant, open and engaging, you might be surprised at how many people are quite happy to chat and spend time with you.
3. Don't get drunk around people you don't know.
Kind of obvious, this one, but it pays to be careful.
4. Let the people at home know where you are.
Again, this is obvious, but regular contact will stop them from worrying.
5. Don't feel uncomfortable at going to a restaurant or a bar alone.
I know this is a challenge for many people, but there are lots of business travelers, who have to do exactly this, and nobody looks askance at them, and nor will they at you.
6. Get to know your hotel staff.
They'll have lots of recommendations as to where to go, where to avoid, and if there's a little human interaction, they're more likely to look out for you.
7. Keep a good book handy, for the inevitable times you'll be keeping yourself company.
8. Go with an open mind, and be realistic.
If this is all about getting laid every night with a different person, it's probably better to scale back your ambitions.