While you're out, your cat will feel alone will need something to keep him entertained.

[edit] Steps

Keep the television on, and leave a talk radio station playing in another room. The volume shouldn't be turned up too high, but at normal speaking level. Human voices will make your cat less lonely, and the TV can be set for colorful children's programs or nature programs featuring birds and fish.
Tape a string from your celling to about 2 feet from the ground for your cat to play with, and put something like a ball or milk ring on the end of the string. This will entertain your cat, and is easy to make.
Buy or make toys for your cat if you can spend some money, or just leave out household "cat toys" things like rubber balls, and milk rings for your kitty to chase, but not cotton balls as when swallowed, may be fatal.
Put away things like Q-tips (even the ones in the garbage should be secured!) and plastic bags. Remember, your cat can suffocate in something as simple as a small chip bag. Your cat may find these things entertaining, but they can be very dangerous to your pet's health.
Leave out a couple of small, light boxes and brown paper bags for your cat to jump around in. Cats love strange hiding places.

[edit] Tips

Don't make any dangerous toys for your cat.
If you get another cat make sure that both of them can be left alone without fighting each other.
If your cat's claws haven't been trimmed they may ruin the furniture (even if you leave a scratching post).