We have a large TV for all our video game reviewing and it's connected into a surround sound system so we get the thundering noise and large image. Also at home we aren't distracted by people waving phones around in the dark and making other noises. So in general we choose to stay at home for our own more controlled experience.
That being said, we are going to go out and see Harry Potter on the big screen because I hear its images might benefit from the theater experience. I cringe at what the people around me might do to distract, I guess we'll see!