Actually I'd mock people who don't see the practise benefits in going out alone, or are too scared to. If you're looking to adapt to social pressure in any decent way that'll cause enhance your game significantly then it's fine to head out with other guys, but you have to recognise that at the end of the day they're kind of a crutch.
I generally like going out with wings because it's more fun but even then we spend most of our time in different sets getting our collective beast on. I go out 4 nights a week normally so if no one else is out you can bet your arse I won't just stay in. In any decent club it's big and crowded and girls generally won't notice or even give the vaguest shit about whatever chode crystal you checked your coat in with.