I generally try to go see movies with friends, from one other person to a small mob. Afterwards, it's good to have some folks to sit around and hash out the film with. As for serious films, apparently my friends know how to shut up and quietly watch, else I'd have killed them already.
That said, I occasionall catch a flick by myself; I wound up watching A Very Long Engagement solo last week and thoroughly enjoyed it.
A while back a friend of mine was reading old Harlan Ellison essays (perhaps from The Glass Teat; I forget exactly where this was), where Ellison was discussing the movie crawls his friends used to do. In a major city you can basically go see movies 24/7, and they would do just that, spending a couple of days at a time dragging themselves from theatre to theatre. This sounded like a great idea to us, so we've occasionally had movie crawls of our own, catching 4 or 5 flicks in a single day, binging at a local film festival, or whatnot. Solidarity is the key here, so if you're going to wallow in films for an entire weekend, I'd recommend doing it with a gaggle of friends handy. Of course, often the trick is finding that many films you'd want to see at one time...
FnordChan