Yeah, once in a while...I often work late (past midnight) so if I want to hear some good music and my friends are already out or committed for the night, I'd do it.
Plusses: can meet new people easier, and often with my friends there's a dynamic where we end up partying harder than we should or go to several places, whereas by myself I tend to just hit one place, see what's it like, and then leave with a sense of satisfaction just because I've gone to a place by myself and had a decent time.
Negatives: if doing chemicals and on a bad thought pattern, there ain't nobody there to lean on or cheer you up.
On the whole, I'm more into the shared experience these days...any night of the year there's something going on, so I have less of a feeling that I'm missing out on something.