Well first off it really varies not only by location, but also year to year as new people come into a dorm and old ones leave. Even if everyone is the same, a new RA can still change the situation.
I've lived in 3 different situations. The first one I had was with a roommate and a door between her side of the room and mine. While this did lend to some privacy, the fact that she had the inner room was not too helpful as she had male friends that she would sometimes bring into the room without (what I considered to be) sufficient warning. Other than that, there were some people on my floor who didn't know appropriate behavior from inappropriate behavior such as... when joking about porn and it's failing, the joke needs to stop.
My second year I was in a dorm that was an old house converted to a dorm. There were a whole lot less people living there and everyone had an individual room. I had a room with a loft in it. Part way through my second year I went to school in a different country and when I was there I had a suite situation almost like the one I had my first year. The only difference is that there was a shared space separating my suite-mate's room from mine and we each had our own doors from the hallway. The big problem though was the fact that she didn't like my spices in the kitchen (I guess they were too strong for her) and I didn't like her guests (who would hang out on the balcony right outside of my window and smoke).
After I got back to my school I went back to the place I had my second year, but I had the best room in the house because I started working in the house. I'm sure I would have enjoyed it more if it weren't for some of the people I lived with, but as a whole, it was a pretty amazing experience. I was able to spend time with other people who had been carefully selected to live in the house and even though some weren't into the whole theme, there were enough of us who were to make it enjoyable.
My last year I lived in a similar situation to my third year. Once again I got the best room, but that was just due to seniority and I learned to just ignore most other people in the house or find some way out of dealing with them (at that time my work had become so important to me that I didn't need to make up an excuse, I just honestly had something better to do).
All of those years, the kitchen was always the flash point. Sometimes it was heating, sometimes it was something about the bathroom, sometimes it was about event participation with the dorm. But without a doubt the kitchen always became an issue.
Now I decided that I'm going to skip the dorms and just live in an apartment because considering the fact that they're the same price, I'd rather just have some privacy and my own kitchen and bathroom.
Everyone's situation will be different so I hope you get to enjoy the moment.
