I don't think that I could withstand the stress. Not only would I be alone, but my life would basically be meaningless; there's no one else to have any sort of impact on. I mean, no matter what I would do, it wouldn't matter.
But let's say I decide to rough it out. Without anyone else, stuff like electricity and the internet would cease. Commodities like gas would progressively become harder to find. Food will also become progressively harder to find (i.e. stuff expiring, consumption, et cetera), but at least I could grow that. Without overview to keep things like nuclear power plants safe, many areas become hazardous. Essentially, the urban world would become useless at best, because I can't really grow food or hunt or do just about anything in the concrete jungle, and lethal at worst, because of the stated food and safety hazard problems.
With all of that said, what I would do is get a whole lot of practical books and then go to some sort of rural area. With the books, I could teach myself a lot of practical knowledge, including farming, hunting, mechanics (if I decide to bring machinery and use it), home repair and construction, medicine, et cetera et cetera. The books could also provide a source of entertainment as well. I would go to a rural area because there will be less concrete and other man made stuff in the area, meaning that I potentially have better control over the land. Also, food is a lot easier to get, and there would be less hazards to worry about.