I'm convinced that
$$H_n \approx\log(n+\gamma) +\gamma$$ is a better approximation of the $n$-th harmonic number than the classical $$H_n \approx \log(n) +\gamma$$ Specially for small values of $n$. I leave some values and the error:

Just to make things clearer, I calculate the value between two numbers as follows. Say $n$ is the optimal and $a$ is the apporximation, then $E = \frac{n-a}{n}$. $L_1$ stands for my approximation and $L_2$ for the classical one, and the errors $E_2$ and $E_1$ correspond to each of those (I mixed up the numbers).
It is clear that this gives an over estimate but tends to the real value for larger $n$.
So, is there a way to prove that the approximation is better?
NOTE: I tried using the \begin{tabular} environment but nothing seemed to work. Any links on table making in this site?
Actually, you do better still with $ H_n \approx \gamma + \log \left( n + \frac{1}{2} \right),$ with $$ H_n = \gamma + \log \left( n + \frac{1}{2} \right) + O \left( \frac{1}{n^2} \right). $$ As you can see from the other answers, this minimizes the error among approximations of type $H_n \approx \gamma + \log \left( n + c \right)$ with constant $c,$ by erasing the $\frac{1}{n} $ error term.
A fuller version of the asymptotic above is just
$$ H_n = \gamma + \log \left( n + \frac{1}{2} \right) + \frac{1}{24 \left( n + \frac{1}{2} \right)^2} - \frac{7}{960 \left( n + \frac{1}{2} \right)^4} + \frac{31}{8064 \left( n + \frac{1}{2} \right)^6} - \frac{127}{30720 \left( n + \frac{1}{2} \right)^8} + O \left( \frac{1}{n^{10}} \right). $$