I went by myself in August 2004 and honestly, it was the BEST vacation ever. I was by myself for 7 days before I had someone join me and I was frustrated and irritated the second we started spending time together. Why? Because she wanted to do things that I didn't, she didn't want to spend too much money (we are in Florida and on vacation, are we not?), and she wasn't interested in anything I was. To put a long story short, I hated travelling with her. I had a blast by myself. I met people from all over the world, I got on rides so much more quickly (single rider lines, etc) and never was I embarrassed. Nobody stared at me ever, and the only comment I got about the fact that I was by myself was "Gee, you are so lucky!".
I brought a notebook with me everywhere that I went and when I wanted to sit down and just enjoy the view, I would diarize my day, watch the people go by and enjoy the atmosphere. I sat in a couple of places and just let it sink all in. I loved the fact that I was the master of my vacation - no children or others to say lets go do this, when in reality, that sounded like the least favorable think to do.
I say go for it - I look forward to my next vacation solo and now I think it's my favorite way to travel.
Don't forget to wear a green ribbon - you never know if you'll meet someone else from the DIS boards there. I met 2 other couples and it was nice to meet someone who shares a common addiction!
Jo