I realize I've been posting the opposite of the topic - bad times instead of good, so I'll post a good time.
I saw Watchmen on a weekday afternoon, after it had been out for a couple weeks, in an older style, yet well maintained theater - large screen, wide theater with the old stadium-style seats, non-multplex so there was no sound bleed from other screens. To top it off, I was the only person in the entire theater, so it was like having my own, private screening. Good times.
I find I tend to only desire the "shared experience" of being in a theater with other people reacting to the movie when it's a comedy, which lends itself more to reacting. Something about people laughing together (at the right momrnts, of course) can enhance a comedy film.
There's also been some moments where people cheer in action movies that has been fun - Yoda facing Dooku in Episode II, Captain Anerica using Thor's hammer in Endgame, and even Andrew Garfield's first appearance in No Way Home were all times where the crowd response enhanced the experience.