Curiously destructive.

I often wonder about a little concept called self destruction. I think this is something that's more likely to happen to some than others, and I definitely fall in the former category.
I often feel that when I've done something that has bad consequences, I have to wonder if I actually sought out to hurt myself in the first place. Sometimes, for some unknown reason, pain and complications seem to appeal to me. This sounds like something a depression sufferer would say, however I assure you that I'm quite happy.
Is it okay to purposefully do things that you know will make life more interesting, if you think the effects may not necessarily be good for you?
For some reason, there seems to be some kind of therapeutic appeal to causing myself problems. Yes, I'm aware that this sounds quite sinister, but I can't quite explain myself.
Don't get me wrong, I hate being sad or knowing that other people close to me are sad. However, there seems to be something comforting about dragging yourself down to a low point to then being able to pull yourself back up again.
I know a lot of things can't be helped, but I wonder, how much of the sadness that you suffer - have you subconsciously brought on yourself?
I've had many dire times where I've purposefully chosen vodka over lunch, loneliness and sad songs over a good time, to wait the day before a deadline to start work, and started an argument just because I feel an addiction to the sparks it causes.
It's like the morbid curiosity of staring at a car crash as you go past - I often wonder, 'can I cope if I go that little bit further?'
I’m going to contradict myself now to assure you that I'm not insane, but if no one else is going to push me to my limit - why can't I?