I actually recommend going out alone, it builds character and because you always end up on some crazy adventure.
I personally ALWAYS go out alone unless some friends call me up to roll with them. There is nothing wrong with rolling by yourself. Also no one really notices that your by yourself because if your like me your usually interacting with people so it just looks like your with the group.
But I think its alittle lame to not go places because your all alone...such as clubs, parties, movies, etc. Also its lame thinking the people in groups are superior or you being alone makes you superior.
It's rare I ever went sarging and had people with me. I tend to only do those massive sarges when I'm by myself and with friends or family I'll just interact with a few people here and there.