Get into an intimate relationship (e.g. from a dating site or something): Not comfortable enough with self for this to be anything but a burden for the other party.

Nope, that's just what low-self esteem feels like from the inside. Go get 'em, champ.

Buy some fun (take a train to some kind of fairground ride or try surfing or go on holiday for a weekend, something like that): Feels very selfish and it's just a temporary emotional kick, not clear this would be a significant part of improving my life.

Doing that kind of thing often is how I stay at all productive (for example, alive). Some ways are cheaper than others (hanging out with friends, for example) but anything short of buying a jacuzzi seems worth it.

Also, you probably need to spend more time outside, get more sunlight, and (ugh) get more exercise.