I've done all three, but my current preference is to go out solo. It allows me to concentrate on my cycling and go the speed I want as well as where I want.
I also enjoy going out with one or two family members as it is a great shared activity. On occasion, when my 13 year old daughter isn't home, friends of hers will call and ask if I'd like to take a ride along the local creek's bike path with them, which is also fun.
I used to do groups a lot and some of my best experiences were in this context. Haven't done it for quite a while, but might do so again in the future.