Zebra finches (Taeniopygia guttata) are widely considered to be a classic colonially breeding species with large aggregations breeding together. However, recent work in the wild has shown that many pairs within a population nest remotely from colonies and choose nest sites that are very socially isolated. Breeding experience, age, social rank and variation in personality are all potential causative factors in the continuum between social and asocial nesting. To explore these factors in a more controlled laboratory setting we have conducted an experiment on 150 birds recently derived from the wild. Birds were housed in a series of large inter-connected aviaries (totalling a space 40 x 8m) and provided with a choice of both social and more secluded sites to establish nests. Prior to introduction into the aviaries we conducted assays of exploratory behaviour and sociality in controlled trials. When birds were introduced they were allow to choose partners and breed freely over two separate periods totalling nine months, enabling us to investigate the role of personality on mate choice, reproductive fitness and nesting sociality. As well as finding repeatable personality variation in exploratory and social feeding behaviour, we also found a high level of repeatability in the choice of nest site. Our data indicate that there are complex interactions with the different components of personality in the zebra finch, with important individual variation in the degree of sociality. Some individuals in captivity prefer to ‘get away from the crowd’ and this is consistent with earlier observations in the wild. The implications of this work are that even in very social species not all individuals are highly social and a more detailed investigation of the full variation across the sociality continuum and the possible drivers of these differences is an important target of further work.