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Now, I assume that probably all cryptocurrencies that have any value at all are impossible to mine alone for any realistic mining cluster setup, for a normal individual.

However, I have been curious about this for a while: How do you mine solo? If I want to run sgminer on lets say Vertcoin, using only my own miner, how would you do it?

I'm not looking for just some answer that describes the concept, but what commands would you actually issue to get this working with sgminer (omitting the performance specific arguments of course)?

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Download the official wallet : https://vertcoin.org/wp/get-started/
Then, install it and wait for full sync (aka vertcoin blockchain download)

During the sync, look how to build a simple appropriate vertcoin.conf file
which had to be store in the appropriate vertcoin folder (%appdata%/vertcoin in windows)
It basically look like this :

rpcuser=WORKER<br>
rpcpassword=SUPERPASSWD<br>
rpcport= X // CheckDefault rpcport vertcoin<br>
daemon=1<br>
server=1<br>
listen=1<br>

Then restart your wallet (node)
Download the appropriate miner according to your hardware configuration https://vertcoin.org/wp/mining/

Create a batch file

sgminer -o 127.0.0.1:rpcport -u WORKER -p SUPERPASSWD -I 13

Make sure to be fully synchronized with the vertcoin network before start it.
Hope for the Best

It's not an exhaustive solution but it gives you a good overview about how to set up a solo mining configuration

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