When on my own, my preferred method of listening to Metal appears to be one of the more popular ones here - out and about, in wilderness, either walking or observing as my mood/the music dictates. If this is impossible, in a dark room is a good second best.
Occasionally, I've managed to pull off "group" listening sessions which haven't spiralled into various individuals putting a shedload of tracks on for about two minutes to "get to the good part". I can remember sitting through entire Burzum, Emperor, Morbid Angel, and Black Sabbath albums, barely talking, passing food/booze/joint around as required. It's an interesting experience, listening intently to music with other people while in a "comfortable" setting (unlike a concert, be it Metal or Classical). If anything, the level of trance, and subsequent involvement with the music, is even higher at this point. It's an unfortunate rarity, since even I'm prone to the "here, check this song out on youtube" mentality. Pro-tip: no computers, get a record player and vinyl, make it clear that the purpose of the gathering is to listen to a goddamn album, not to fuck around.