If I've had a long day I prefer to eat alone. Usually, I prefer a small table in the corner of the dining room where I can observe the entire room. There's usually something interesting going on.
If I'm at a restaurant that has seating at an 'exhibition kitchen', I'll often grab that. Over the years I've had great conversations with the chefs, learned a lot about cooking certain foods and even been given a couple of tours of the back kitchen 'cause the chef liked me.
Third choice: eat at the bar if they've got TV/Sports on. Not really interested in talking to the people next to me but I do the usual pleasantries if they are so inclined. Eat dinner, watch the game or whatever and go back to the hotel.
As another poster mentioned, delivery service to your hotel is often better than room service. I live in Orange County, CA and there is a service here called Restaurants On the Run (
www.rotr.com) that will deliver from over 60 restaurants and a wide variety of cusines.