There is nothing like going to a cinema and watching a film on a big screen with full booming surround sound, but frankly, if you fully want to become immersed in a film the only way is to watch it alone at home with the best setup you can afford. Going to the cinema is a social event, not an artistic one (though the films themselves can be, undoubtably) so I don't see anything wrong with reacting vocally to the film postiively or negatively during the actual film itself along with your buddies. That doesn't mean you should start having a conversation or start being constantly loud and annoying but there's nothing wrong with spontaneous reactions in themselves (just their content usually).
I mean, even when I'm watching a film with my flat-mates at uni, I know I would more fully enjoy the film on my own as they often make (or attempt to make) humourous remarks and pass commentary on scenes and characters, and they're all at some point on their phones texting etc. But that's ok (at least the former part is), because I'm not expecting them all to watch the film in dead silence with stern faces and take it all extremely seriously and I wouldn't want them to. I watch films with others for the social experience, for the sarcastic remarks and quips and emotional reactions, good or bad. It's simply another way to watch the film, not the most immersive way but nonetheless still enjoyable when with the right people. Again, that is not to say one should start having a conversation with one another or on your phone, one just needs to know how much and when is appropriate, not an easy task I wager (and not one my flat-mates always succeed at) but then life is a balancing act anyway.
Nonetheless I personally believe that when you do something, whether it be read a book, watch a film, play a video game or carry out any sort of job, your mind should be wholly on the task at hand and your concentatration total. No half-hearted, half-paying-attention crap, especially when experiencing something artistic. It's annoying to see people paying more attention to their phones and social lives rather than the film they should be watching, not only because their bright lights are distracting but that watching a film should be an escape from that whole world, a chance for you to sit back and not worry about who's saying what about who or who's doing what and where, or some other such nonsense. Focus on the here and now, don't let your mind wander and give the film your almost full attention. This more strongly applies in a cinema setting, where others, most complete strangers, have paid for their seats and viewing and so you should respect that and not be distracting or disturbing.
