Just do it! A friend of mine goes on holiday to a resort every year by herself. Sometimes twice a year. Occasionally a friend or family member suggests that they should come to, and if she agrees, while she does have a good time she is always dreading it in the run up, because all she wants is to chill out by the pool and read and drink sangria (or whatever), and she always feels duty-bound to 'do stuff' if she is with other people.
As to where - is there anywhere within a reasonable distance that you have always fancied going?