Frequently.
I am far more adventuresome than my wife and children. They want Outback or Red Robin every time, and these are perfectly acceptable, but I love trying the hole-in-the-wall places or having something I've never had.
Also my wife spends a lot of time in her roles as either 1) dance mom with our daughter at either practice or competitions, or 2) professional photographer out with a client (usually after normal hours when they are off work) so I'm fending for myself. My teenage son joins me now sometimes, but he isn't quite as adventurous and he would rather drive his truck and hang out with other teenagers because, well, teenager.
Anyway, it doesn't bother me at all. I prefer company, but honestly the compromise, coordinating, and convincing it takes to get company takes the spontaneity and fun out of it for me. And picking up Styrofoam boxes for everyone to eat at home is not even close to satisfying.