Honestly, as DM I expect a small degree of metagaming on the part of the players. I mean, adventuring is an INCREDIBLY dangerous profession, and most people simply aren'y cut out for it, so why would they keep throwing themselves in harms way?
Fortunately I have a good group right now. One of the players recently decided that adventuring was just too dangerous for her character to continue doing, so instead of asking me to shoe-horn her in, she simply retired the character. I appreciate that kind of up-frint attitude in a player.
Also, if you want to play a loner hero, I'm fine with that. In my game, if you don't want to come along with the group, I'm not going to make you do so. This doesn't mean I'll make a little side adventure for you, it just means the character and the player will both have a dull day. I WON'T railroad you into playing my games.