I'll give a woman's perspective.
About 60% of my travel in U.S. has been solo and 90% of international travel has been solo.
If out of state, I'll usually fly, and then get a rental car at the airport (when possible). In the U.S. I use yelp and the 'mymaps' feature of google maps to select about 10 more places to see, eat, shop, etc before I get to the city. Try to go when they are having a city event to get a flavor of the town. Make sure to have scenic places, visit the ethnic enclaves, and eat/ shop at locally owned only. Abroad requires a good amount of research from books, forums, and blogs.
There are plenty of day trip or weekend trip books for your city/ state at Barnes and Noble. Camping/glamping around your state is a great and cheap way to explore too.
The better you get at traveling, the lighter but more tasteful your packing gets. Use polyvore.com to plan your outfit for each day, with interchangeable pieces. Only take one pair of heels. Leave room in luggage for lots of shopping.
Don't tell strangers you are traveling alone, tell them you will be meeting up with family. Wear a fake wedding band. Going to a music performance or jazz lounge is easier solo than clubs. Don't bust out maps and guidebooks looking lost, research how that city's public transpo is laid out beforehand. Even if you get lost, act cool and deliberate. Ask local women for tips and recommendations. Be wary of where you are busting out the digital camera when abroad. If you are talking to men at the bar of your hotel, tell them a co worker is splitting your room with you. Be discrete about revealing your room # to the bartender when paying for the tab in case some other guy hears it.