There are people that dive alone, yes. A previous discussion had some
fiery and passionate responses about solo diving. The general consensus on that thread (and on the
current poll) was that it was a really bad idea.
That said, my uncle when he lived in Australia performed numerous dives solo.
Personally, I wouldn't recommend solo diving, as there are incidents really when only a buddy can help you (e.g. trauma, passing out/other medical reasons). To reduce the risk of solo diving, I guess you could:
1) Always carry spare pony tank
2) Make sure you know the area you are diving well
3) Make sure you're diving in good visibility / daytime / no or little current
4) Set a shallow max depth (8m perhaps) and set shorter dive times. This will reduce your risk should you need to CESA.