A fun alternative I found was joining the BDSM community, especially the S/M part. Just like cutting, it has a whole plethora of stereotypes and misinterpretations; however, I've never felt more accepted and the pain is in a controlled setting, and satisfies that urge as well. Most of the time, sexualization of the scene can be left out, if that's not your point, and to add to this, you get a partner that really understands where you are coming from. It's therapeutic in it's own sense, if other forms are just too dangerous(too much cutting), unaccepted(cutting in general or other forms of self harm), or they just aren't fitting your needs(counseling)