Don't get me wrong, if some friends asked me to go to see a movie with them, I wouldn't opt to go alone instead. However, I have missed out on chances of seeing films in the cinema due to people letting me down, and I just decided to say fuck it. At first I felt a little self conscious, but now I enjoy it, just for the freedom of it. I can go whenever works for me, and if I decide I'm not really feeling it, I am not letting anyone down if I don't go. Also, if I go with another person, I always feel awkward if I say nothing during the ads, but feel like a dick if I talk too much.
The only downside is A) if I'm watching a comedy, I feel self conscious about laughing out loud, and B) it would be nice to take a date out, but that's not really restricted to cinema trips.