My counsellor once suggested an alternative to self-harm is squeezing a handfull of icecubes, straight out of the freezer. It's still unpleasant and a strong sensation, and lets you get a 'release', but doesn't cause any physical harm.
Perhaps you could try that before you resort to something else? I sometimes hit pillows, shout into them or grip my wrist/arm really tight and squeeze to try and let some of the pent-up stuff out. Afterwards I usually feel more relaxed, and tired, and less likely to self-harm.