Very vaguely, unless you are mining a brand new altcoin with low difficulty and high block rewards (or have a very lucrative setup), the incentive for solo mining is quite small. Your chances of solving and verifying the block before another person is low.
With a pool, you are at least safer knowing that you have a higher probability of solving blocks together, and therefore are more likely to receive shares, despite them being significantly smaller.
IMO unless you are running a multi-GPU rig and can get your electricity for free, or solo mining an altcoin that is new, I'd advise sticking to pools.
Couldn't say it better! I solo-mined extremecoin on it's 2nd day (with a R6850), and racked up 1000 of them (worth .4btc when i sold them) it definitely pays to mine solo if the coin is:
1. Low Difficulty/Network hash rate
2. Has a high block reward (lets say 200+ on a coin with a target block every 5 minutes)