Most practitioners think that training in the dojo is fun. Many feel that training by themselves bites. Not only is there no one to help you, there is also no one to motivate you. Regardless, while tandem drills (e.g., bunkai, kumite, randori) are pretty much impossible to do on your own, some things are best practiced outside of formal class, especially where you need to focus on improving deficiencies that may not be shared with the rest of the class. If you really want to progress, you need to be able to effectively train alone.
Loren Christensen's excellent work provides numerous tips, techniques, and exercises to get the most out of your solo training. A common complaint that my new students relate is that they are afraid to train outside of class for fear of learning techniques incorrectly. They think that unlearning bad habits is far worse than doing nothing at all so they do not practice on their own. Believe me, with this fine text even beginners can benefit. There is nothing earth-shattering here, just solid practical advice.
Author of Surviving Armed Assaults, The Way of Kata, and Martial Arts Instruction