I do it all the time.
I'll take myself to Legals for dinner sometimes, or to brunch at this spot near my house.
When we lived in Boston I used to love Legal Seafood's lobster bisque . I used to go to the one at Burlington Mall.
OP, I went out alone as a single person and now as a married person on occasion, every few months or so.
*raises hand* I do! I love going to the movies alone. I have movie pet peeves (people texting on phone or yelling at the screen) so i find it rather peaceful.
I'm also going on vacation alone in March 2011 for 3/4 days. Kinda nervous but also excited.
I've never been out to eat alone, so i'll try that in 2011.
I do it allll the time. My next step is to get the courage to take a 3 day vacation alone.