Lived alone for 3 years, now I share a flat with a friend.
Never got lonely being alone, as I've got hobbies to keep myself busy with, and, in any case, most of my friends are lazy layabouts who own cars so they were always willing and able to come over and talk **** over a coffee/beer/game of Tekken.
Now that I'm sharing I can't say I miss the freedom and privacy of being alone either (I thought I would), as my flatmate is much like me, a private person who has her own hobbies and is happy to be left alone for long periods of time, yet also up for a coffee break and a chat whenever the mood strikes us, so I guess I have the best of both worlds. (It also helps that she sleeps like a brick so my music doesn't bother her, or my screaming swearwords when I get frustrated playing a PC game...

)
Bottom line is, living with strangers sucks, so, if you can afford it, live on your own. Living with friends, however, rocks, so if you have any

p), move in with them.