I think it's normal that when you travel to a new place for a few days you want to see as much as you can. I used to do that long ago. But I've realized I don't enjoy that. The past several travels, I've never had an itinerary really (except I still obsess a
little lot about restaurants). I like feeling local, and doing regular activities wherever I go: waking up, eating a good breakfast, going for a run, walking the streets, grocery shopping, going to a church, reading up about the history and culture of a place, figuring out the geography of a place. Of course this is not exactly what a local might do, but it's more local than running around finding the next touristy thing to do from your guidebook.
I used to be socially awkward and afraid of talking to people, so I'd avoid them whenever I could. But I turned into someone who loves talking to people: strangers, people close to me — all kind. So that's another thing I indulge in in my travels. People are all kinds of interesting and you learn a lot from them. (When I'm sad, though, I find it really hard to be myself and strike up a conversation with a stranger.)
Some months ago I was having a conversation with my friend Patrick about traveling alone. He travels to Paris often, alone, because he loves the city. At the time, I was going through a lot of personal issues, and really needed to be around people, and so the word "alone" would trigger me easily. I asked him if he wished he had a companion to travel with. He talked about his various experiences traveling to that city, alone. "There is something very beautiful about being in Paris, going to the cafe you always go to, drinking an espresso, reading a book perhaps, and watching the world go by." There indeed is something beautiful about that. The experiences you will have traveling by yourself, you cannot have when traveling with someone. Traveling alone is a more personal experience and can very fulfilling.
I have realized that traveling like this makes me very happy. For someone who's very uncomfortable being alone, some of my recent travels (Barcelona '09, Hong Kong '10, Chennai '10) were more than just fine — I enjoyed them. Another thing that makes my travels interesting for me is running. In Hong Kong, I once ran from Tsuen Wan to Lai Chi Kok: I took the blue line from Tai Koo to Admiralty, and then took the red line toward Kowloon (I know no-one cares about the blue line or red line but talking about it makes me feel local, haha!); I looked at the subway map and decided to get off the last stop: Tsuen Wan. I started running. At one point I was running uphill on Castle Peak Rd. I saw parts of Hong Kong I would've never seen. I was hurting, but it was a lovely experience that's very personal.
My coffee and restaurant obsession has been interesting in many ways too: I have ended up in neighborhoods that I wouldn't have otherwise.
I have been insecure about myself for a while now, but I'll admit I like the way I travel. It makes me happy.