Most of the times, I go alone. I just can't stand indecisive friends that have so much to do in their life and need three weeks to let me know when they'll be available. I just pick the time I like and go, usually the first or second day. I also love to go in some weird time, like 4-5 pm and the cinema is almost empty. I sit where I want, there are no noisy people around, but only a few of people like me who just want to go and watch the movie in peace and I enjoy the movie for which I paid, instead of being annoyed by people who go to the movies just to troll other viewers. So, nope, I don't find it weird at all.
However, some movies are not as fun when you watch them alone, so. For example, me and my friend went to watch some Twilight sequel to the cinema and pretty much all audience was there only to laugh (it was the last day of screening or something, so there were no fans there, as they all watched it the first day probably). It wouldn't be as funny if I went alone and/or if I was surrounded by hardcore fans or if there weren't much people there.
But yeah, there's nothing wrong with going alone. I see a lot of people going alone, not just me.