I don't go out much, but yeah the overpowering feeling of aloneness really makes me anxious and depressed.

I had a psychologist who made plans for when she got home after going out. She did this so that if going out wasn't fun or fulfillilng, she would go home and do what she had prepared for herself... a rented movie, a book, hobby, etc. That way she went home "to" something she enjoyed and the day or evening didn't have that feeling of being over.

Is there something like that you could do for yourself?