Until a few years ago, I made it my practice to go on Retreat a couple of times, and I have always found such times as being of great benefit to me. In my time I have visited Mirfield, the Convent of the Holy Name, Oakwood, Derby and the Fransican House at Alnmouth - I spent a week at the latter exporing the Fransican Life. My first Retreat lasted three days, and this was spent in silence.
Most of the Retreats I have made hade been 'self-led' with me usually taking a book or a book from the Bible to work on. One weekend spent at the Convent, I spent three days exploring the words of a poem and the meaning of such, etc. I have also been on led Retreats, which have been useful too.
I intend going on retreat again later this year, as I know that I have missed such.
If you have not been on one before, then I would encourage you to give such a go. There is a wonderful book, entitled, 'The Good Retreat Guide', which should help you find the nearest House for you to attend, as well as giving you an idea of what each House can offer you, as not all can offer you a Brother or Sister to aid you in your time there. There are also still a number of 'older' books that can be discovered which are written to help you 'design' your own retreat, if other guidance is not available. And, if you don't feel totally at ease with going to a Religious House, or are unable to, you can always try to have a 'Quiet Weekend' at home, etc...
Just as a point of interest, I have found that you get more 'fuss' made over you if you go to a Convent!
"Non Nobis, Domine, Non Nobis; sed Nomini Tuo da gloriam"