I personally would have found it difficult to work the steps without a sponsor because I'm really good at deluding myself. One of our "old-timers" though always talks about how when he first got sober there were no such thing as "sponsors". He talked to all of the "old-timers" for help with the steps. I don't know if the culture of AA is such today that this won't work anymore. I know if I ask someone about something, they're more than willing to answer based on their personal experience. But they almost always ask me, "Did you ask your sponsor?"
So I guess my (rhetorical) question is, are you working the steps? If so, how are you getting through them? Are you actively working with several other alcoholics who have worked the steps so they can help you with the steps, and this is why you don't think a sponsor is the right move? Or are you avoiding working on the steps and just hanging out with the guys? Or do you just not want to ask someone?