I actually enjoy being alone most of the time. I usually get things I need to do done, plus it keeps me focused on what I'm doing. I know it sounds odd liking to be lonely, and a bit antisocial, but I'm really not that way at all. It isn't to say I don't enjoy company, because I do (sometimes anyway).
Though, when really alone in which I just feel empty or bored, I tend to just play some music or go online. It keeps myself occupied and makes me forget at the moment that I was even lonely. Anything else, I would either start writing, playing some video games, or possibly read a book if it's anything good.