Yes, I do go by myself many times. In fact, I enjoy it more if no one else is around. I tell my wife when and where I am going and when I am expected back. That way the authorities won't have to search too far for my body!
When I walk out, I drill many test holes along the way and rarely go to lakes that I am not familiar with. I walk slowly and carry an auger. It is 5 feet long and if I fall through, I will turn it across the hole and use it as a grab bar to help me get out. It has sharp edges that will dig into the ice. Some folks carry ice awls on a string around their neck to grab and dig into the ice to pull themselves out. Once I find a place with good ice, I drill a half dozen holes or more and walk around fishing in each hole, moving if I don't get a bite. But I never stray out of the known good ice area or move between holes on a path that I have not walked on without my auger if I am alone. No sense in taking chances without some safety equipment.
Bluegill are the predominent fish in our lakes, however, perch, crappie, bass, pike and even catfish are common through the ice. They really are active and bite very well. Smaller baits tend to work better in cold water. I usually use a small jig with a wax worm if they are biting. If they are not biting, I switch the waxworm out for a spike, a small maggot. Just like summertime, you have to find out where the fish are. Underwater structure, dark bottoms that warm faster than light bottoms, bright, green weeds that indicate good oxygen and springs that bring warmer water(but dangerous ice) are good places to look for fish.
I really enjoy it. Last weekend I took my 9 year old daughter on her first "serious" ice fishing trip. I went to a lake where I knew she would catch fish, even if they were small. We did. She caught 25 and I caught 13.

I was too busy to fish. She'd get one on, bring it up, I'd start to take it off the hook, she'd yell "Look, another one" and point to a different hole with a pole in it and run over and grab it. By the time I'd get to that one she was pulling up another one. Some other guys that were out there were laughing their butts off because I was following this little kid around hole after hole. I finally had to teach her how to take her own fish off the hook. Then I was able to catch a few on my own!


Next time's lesson: How to bait your own hook.