Unfortunately there aren't many things one can do alone. Self bondage can be combined with masturbation. Nipple clamps can be self applied. I have heard of spanking or whipping one's self, but really it's not quite the same as receiving a good spanking at the hand of another person. It's also hard to experience wax play on yourself or zippers, you can do it yourself but it isn't really giving them a proper chance because the anticipation is so much of the thrill. You can't find someone you trust to experiment a little with you?