Well I open my eyes, first of all, and focus on the computer screen . . .
Actually, I definately watch AMVs alone (because none of my friends know that I even like anime muchless AMVs ^^;; ) except for when I force my sister to watch mine for critique. And then I just sit there the whole time scolding her for the fact that she's not paying attention or explaining how and effect was made, etc.
Volume, just at normal volume, maybe a little quieter than some have their's at. If an AMV has a particularly quiet audio track I'll adjust accordingly, but I've never been one for blasting music.
As for head phones, no, unless the song/audio is obscene then I'll wear then so my mom won't hear and come complaining.
As for the time, I watch new AMVs at like 5 or 6 AM (because I have my computer downloading over night and it finishes right about when I wake up at 5 or 6. But I'll watch them over again all throughout the day, while things on the internet are loading, or whatever. I love AMVs. ^___^
Hmm. . . Anything else. . .. Well, when I'm watching AMVs (after the first few viewings) I tend to watch about 2/3s of them and then play a different one because I get bored, even if the AMV is excellent. Sort of like how the radio often cuts off the ends of songs.