I prefer to play games by myself, I don't mind playing with others every once in a while though. I just prefer to play at my own pace, plus I work 10 hour shifts and so I don't have much time to jump online and play a game during the week.
Couch co-op. I don't really like playing with people online. If that isn't an option then by myself, due to pretty much the same reason @Ravenfreak said, to play at my own pace.
If it's a multiplayer game, I usually play alone. But I don't mind if someone wants to join me. If it's a single player game, well, the name says it all, haha.
Well, most of the games I play are single-player... I've never been particularly into multi-player gaming (other than Minecraft, when I was into that!)