Yes, I have done a few with groups of friends, they are pretty fun. The only negative is when they are too difficult; you spend a lot of time standing around not getting anywhere. Most allow you to ask for hints, but it sucks when you have to ask for several. The more fun ones were the moderately difficult ones that we could solve on our own.
Oh my gosh yes. For my last two birthdays, all I've asked for is for one of my friends or family members to go with me. It hasn't happened yet. :/ I really want to do a murder mystery dinner thing too.
I'm curious about trying one as well, lol...I know someone whose daughter actually runs a business that does the escape rooms. I keep meaning to look into going to do it. I'd rather do the murder mystery dinner thing though....sounds like it would be something right out of Clue, haha.