I love travelling by myself and going to places which are not that touristy. The following are places I have visited by myself which I don't think are on the normal tourist routes

Tirana (albania one day will be a great tourist destination)
Pristina (absolute dump will never have a tourist industry)
Skopje (Lovely old town)
Belgrade (Good shopping)
Sarajevo (was a tourist destination before the war hopefully will be again soon)
Yerevan (Wonderfully friendly people and great old churches)
Tbilisi (Lovely old town great food)
Baku (Not that great itself but there are some interesting sites not far away)
Sana'a (not much to see in the city but some great old palaces just outside)

Normally just go for a few days and hire a taxi to drive me around, normally there is someone from the hotel who can translate the negotiations with the taxi driver. Quite often the cost of a taxi for two days only comes to about two or three times the cost of the half hour or so journey from the airport