I was lucky as undergrad, because I was living with my grandparents. Well, I was pretty detached from dorms in the campus, but I had as much privacy as I needed and that was great. After I entered grad school abroad for the first time, I had to live in the crappy dorms. Well, it wasn't so bad. I shared bathroom only with three other students.
Now, I'm living alone in a single flat in the center of Munich and I enjoy total privacy. OK, at the beginning it was pretty tough, because I had to arrange shopping, cooking and laundry by myself, but I got used to it. I don't want to live in dorms. Never more.