Question: The thing is, I am confused whether the word *selfish* itself can be used without expressing a negative connotation. I am a bit biased about it since I believe that by using this word it automatically implies that a third party will be affected by the action. 

The thesaurus provides *self-interested*, *self-seeking*, *egoistic*; *illiberal*, *parsimonious*, and *stingy* as its synonyms; and I am aware that some can be used in a positive manner. For example self-seeking doesn't necessarily mean I am affecting someone else.

In other words, will everyone who hears *selfish* automatically perceive a negative meaning for the preceding action?

Could there be a better word that could express a similar meaning without being negative?

Answer: 
I think if you use the phrase 'self-focused' you might be able to get away with it. It doesn't sound quite as bad as the other examples you have provided.
There certainly is potential for selfishness to be positive but it is complicated and more about context than semantics or philosophy! I work with the very elderly, in the cohort of 28 I work with I have 3 centenarians, 6 who might be centenarians in 2020, a few youngsters paddling around in sub 90 zone and the rest all nonagenarians. That is a bloody long time to have to be grateful to people and their support of your physical and/or mental frailty. 

I gallop elders off on trips to/ rendezvous with family/friends at, art galleries, museums, sporting venues, cafes, woods, farms, pubs, restaurants, rural shows, concerts, trails etc. In response to their thanks I claim to be using them to have an excuse to have a good time myself and get out of of my work place and their home, 'totally selfish really'. In the normal home based routine I claim (and actually do have) a very low boredom threshold - we do not get stuck into a bingo / sing song rut. Instead I work on the basis that if I am bored, my crew will be bored too. 

At this point we become collaborators, they do not have to feel 'grateful', I am no longer a do-gooder, they know they provide the excuse and I provide the imagination and drive, between us we subvert the status quo and have a rollicking good time! My 'selfishness' empowers people to no longer just be lovingly carried burdens but people with the power to gift me and us pleasure.

Selfish in the right, possibly ironic context can be good. Which then opens the whole subject of irony and the British v American sense of humour?