I have been living alone for the past few years and honestly, eating alone at restaurant still makes me self-conscious sometimes. The only problem with eating alone (at least for me) is that I am easily bored. I always enjoy having a meal inside a restaurant with my friends because I will converse in a fun chit chat for the whole course of the meal. And when I have nobody to talk to, I am bored. And that's when the self-consciousness kicked in.
Anyway, it gets easier over time. I guess the solution for me (if I really have to eat out alone) is to choose the location perfectly. Of course, you will surely become self-conscious if the restaurant is the family-dine-in type or worse, the romantic-dating-type. I do love eating alone in a place like Cedele. And I know my friend can eat alone in place like Sakae Sushi. (Heck, she even went clubbing alone once at Pump Room!)
Well, in these days, I know you won't get bored if you have your I-Phone. LOL.
But, my most favourite eating-alone place is definitely in front of my laptop. Not a healthy eating habit I know.