I play single player first as generally it'll open up things in the multiplayer (or IMO should). I actually don't like it when it doesn't - I'd like my effort in single player to have an effect in multiplayer.
Like a bigger selection of cars/guns/characters etc or a larger inventory or whatever. Something that may not make a huge difference in the mechanics of multiplayer but is an extra incentive to complete the single player mode.
Depends entirely on the game. If we're talking about going online with a game, then yeah I'm going to play by myself for a while. Might as well learn the game a bit before jumping in completely newbie.
Offline games I will play with friends right away because most likely none of us are experts or have expectations.
well, in most games, playing single player will unlock more characters or items in multiplayer mode. Single player is also the best way to learn how to play the game. So, going single player first means more.
I susually start SP first and mostly stick with it, unless it's a game like a shooter that's basicly made for online play.
For other games I usually can't be arsed to start multiplaying. I generally just don't feel very much at home in huge online enviroments full of asshats and idiots looking for a noob to rip on :s.
~I have no Fear, I feel no Pain! I am the number 1 contender!~
Depends on the type of game. With fighting games, I might take the occasional trip into training mode, but otherwise, it's all about the online play. It baffles me to think that I used to sit and play Tekken 2 by myself for hours. I want my time back. >_>
For games with, errr, 'actual' singleplayer experiences, I'll usually go through the story first before jumping into multiplayer.
I am always SP first if it is an option. I like to actually get used to the game and know what I am doing first before jumping into a multiplayer match where a heavily experienced kid that has already clocked 1k+ hours is just going to pick on me. In an MMO this simply means PvE questing before PvP. I get used to my abilities/weapons, tinker with my controls, and then when I am confident that I won't just be fodder, I PvP.