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.
My mileage varies from that of the OP. For me, "self-seeking" is always negative, morally worse than "selfish". It implies actively doing something against the welfare of someone else, not just having a bad attitude deep inside. 

Although I am absolutely not a Randian, I have possibly congruent issues with the word "selfish" from my own experience: having suffered from the sort of person who would say, "You're being very selfish for not bringing me a cup of tea (before I ask for one!)" To me, "selfishness" *may* mean doing what I want and am entitled to in place of doing what *you* want and are not entitled to. People use accusations of selfishness to be selfish! Abusus non tollit usum, of course, but still. 

As for "self-centered", I have always had problems understanding it. I live (even am trapped) in *my* body, how can I possibly be centered anywhere else? One is surely self-centered in the sense that one is necessarily the centre of one's own universe but one may still act according to the Categorical Imperative or whatever other ethical system floats one's boat. IOW, being "self-centered" doesn't mean that you have to be *nasty*. 

My own preferred term for what the bad guys do is **predation**. They are treating us as *food*.