"I myself" is used. It does not mean, however, that you did something by yourself.
[looking at a video] Do people really jump off that cliff into the river below? Are they crazy?
I myself did it last year. It's really fun and perfectly safe. [It's not just random other people that do it. I personally did it]
I did the job myself. [This emphasizes that I did the job and not other people. Perhaps I was hoping that other people would do the job, but I ended up doing it]
I did the job by myself. [This emphasizes that I didn't have any help doing the job. I knew that it was my responsibility to do the job, but I was hoping that others would give me some help. But I ended up being the only one who did it.]