Perhaps it makes more sense in this context not to try and identify all the objects this verb can go with, but rather focus on the sense you want to convey. As I see it, "sich sehnen nach" always tends to carry more emotion or even pathos than e.g. "Lust haben auf".
So regardless whether it's a person, object or concept you're talking
about, if you say "ich sehne mich nach" you're implying that you
really long for it. If the image of you sitting at the window, staring into the distance and sighing clashes noticably with the
feeling you want to express, don't use "sehnen".
This works with a love interest, chocolate in certain situations and definitely with Takkat's need for a holiday.
If you just "feel like something", i.e. you don't have a deeply felt
emotional of physical need for something, you should go for Ingmar's
"mir ist nach" or "ich habe Lust auf".
Obviously, you can make exceptions for comic effect, but you should only do this if you're extremely confident in your command of German usage.