This is something I've been thinking about alot since the band busted up. Playing with others in a totally different animal. That's the beauty of it. The OP mentioned comfort. True, you don't have to rely on anyone else, or be subject to the personalities or idiosyncrasies of other players. There are alot of pro's and con's.

Pro: One can change keys and songs at a whim. No fear of "train-wreck".

Pro: Generally, you can make a bit more solo on a gig. At least in the short-run.

Con: Some folks see a solo act and instantly tune you out. No matter how good you are, you're still one person with an instrument.

Con: It can be a bit boring, even for yourself. There's no report, no ability to play off an odd, musical moment, no on-stage kinship.

Cheers,

Shay