That's what I do.
No really though.
I have quite a few friends that play solo gigs and I sit in with them and let them sit in with me when I do solo gigs. I like doing little coffee shops and corner pubs. I like the atmosphere... versus playing in a band. It's a lot more stressful in a band than when you can just play what you want to play when you want to play it and how you want to play it without playing band politics.