In a previous job, I spent probably three weeks of every month traveling around Japan and to other parts of Asia on my own.
I learned to overcome the reluctance to go out on my own pretty quickly - staring at a hotel room wall can get old pretty quickly, and that job definitely didn't pay enough to be availing myself of the local escort scene 20+ times a month.
I found that music bars - not live houses or clubs - were generally the best places to hit. Worst case scenario, I got to chill out listening to some interesting tunes while sipping something tasty and reading a book. In any decent place, the bartender will introduce solo folks to some of the regulars if they're in, as well. I always found blues bars especially welcoming, and there's usually one or two in any sizeable city.