Feeling alone or being alone - which one is worse?
Neither - really, feeling lonely is probably the worst state, in my opinion, for a human to be in; we're quite social from what I gather and feeling lonely can be quite devastating to us. Alone is simply a state, I think - where lonely is more a take on that state. In other words, does being alone make you lonely?
To me being alone can be quite nice - very peaceful, at times. I don't have to deal with the constant pull of someone else and I can just kind of melt into the world around me and feel my environment and watch and observe, listen, and learn. Being alone doesn't have to make me lonely.
I have been lonely before, though - and it can be quite bad, very depressing. Drugs and alcohol was how I got through it for the longest time - getting high with my bandmates; and it simply didn't do much for me other than destroy myself a little - killed time I never did and never will get back. I was very close to ending it all at one point - I remember the night even, very bad times (on a couple occasions I almost ended it due to substance problems accidentally). The feeling of loneliness led me into very destructive and shallow relationships that, looking back, were horrific. I'm glad those times are gone (and I'm only 24! Seems like a lifetime ago)
So...I read a lot of talk on here about "getting a girl" or whatever, and expecting that to make you feel better. But - nope - it won't, in fact, getting into a relationship when you're like this can make it all the more worse as you tend to become dependent upon something that is not constant. You can get dumped at any time. Good friends - that's how to survive this. Love your friends.
Bare in mind that these are just my opinions and, obviously, you should live your life the way you best see fit. But my experience in life has led me to believe that my condition is the result of instability inside - something that cannot be solved by latching onto more instability on the outside. Drugs, alcohol, random sex - all opiates against the real issues that kill us on the inside and seem to do nothing more than confuse the problems.
Ah..I must be in a rambling mood tonight....the point is that loneliness is one of the worst conditions for a human to be in. If you feel lonely, do yourself a favor and try to back out of it - sanely.