I recommend that all single folks read this wonderful post by healtherella for ideas about how to enjoy V-day.
I've always loved Valentine's Day, and that love has been unwavering even when I was single for many years (in between my abusive first husband and my delightful second). I don't buy that V-day has to only be for romantic love, and I celebrate the existence of every kind of love there is in this world.
I've never had much money to throw into my celebration, so whether I just bought some nice chocolate in a small quantity, or decorated my altar to Aphrodite in whatever red or pink items I had on hand, or went out to gather (steal) some roses or lavender for my altar, or made some cards myself to give to friends and my children, I thoroughly enjoy the day. Plus it seems to me that every February there is a sunny break in the weather where I am and I enjoy that too!
Libraries are a great source of Valentine's Day cheap thrills, what with videos to check out and displays of good romances on hand.
Valentine's Day can also be shared with the homeless--a homemade card could be given out to those sitting forlornly hoping for some kind word or bit of change. Having been homeless, I know I would have appreciated the thought.
I didn't get depressed seeing couples together even when I was alone--it gave me hope that love was out there for me, too. And it was!
So, enjoy! And Happy Valentine's Day!