I also don't have a sponsor (there are not a lot of sponsors here in the small town I reside in).
I do have a counselor though well versed in 12 step work.
I am working the steps on my own (slowly), with Pathways, but have also found a book by Patrick Carnes called The Gentle Path Through the Twelve Steps to be a big help. I am open to having a sponsor, but just have not found something that works yet. My therapist and I are comfortable with this arrangement for now.
It is nice to know others have done it in a non-traditional fashion and still gotten valuable information out of it.