I love going alone and I do it a lot when I have time. (I didn't even realize some people won't go alone until a friend of mine told me so.)
I like going alone because I can get truly absorbed in a film. I'm an editor and that plays into it too. I also don't generally like reading in-depth movie reviews as a way to pick a film. I have to do that if I'm picking a film for someone else to see with me. Then I'm worrying about whether they liked it. It's just better going alone. I even enjoy the bad movies, cos I get to pick them to pieces and think about the things I would have done differently.