I almost always go to shows alone. Once in a blue moon I'll go with someone, but it's not too often and I usually feel responsible that they have a good time since I'm usually the instigator. Besides, I don't view going to concerts as a social event. Some of my friends do and don't really understand why I would go by myself. My response is usually "Why do you watch Lost by yourself?" Also, as previously posted, a single ticket will get you a better seat in the bigger non-GA shows. (Case in point, I just bought an Aretha Franklin ticket. There are only singles available unless you want the lawn. YAY!)
I really don't mind the wait between sets. It's a good time for me to catch up on my reading so I actually welcome it. Also, at the 9:30 club, usually the music that's played in between makes the down-time fly by (so keep posting your setlists djs!)