I have to say, since about mid-way through my first marriage, I've taken to going to shows mostly by myself. My ex-wife wasn't really into my music, and while (at least early on) she would take one for the team, she'd usually get bored and either talk the whole way through, or want to leave early.
I enjoy it, and it has led to some fun adventures (getting up on stage with Gene Simmons; having a smoke - well, I didn't but he did - with Gary Barden, etc.).
I suppose it helps that I will talk to any one at any time, but at most shows I meet at least one person that is reasonably cool and open to talking. I suppose it's initially hard for some to accept the "single guy by himself pounding vodkas" but it hasn't been like that in my experience. I think it also helps that I try pretty hard not to be a dick.
(That didn't come out right; it's not like I have to TRY not to be a dick, and it's not hard not to be a dick, it's just that I'm conscious of not being "that guy" during a show. That is, not spilling drinks, cutting people off, talking through the set, etc.)