Self-consistent calculations using the Perdew-Zunger self-interaction correction (PZ-SIC) to local density and gradient dependent energy functionals are presented for the binding energy and equilibrium geometry of small molecules as well as energy barriers of reactions. The effect of the correction is to reduce binding energy and bond lengths and increase activation energy barriers when bond breaking is involved. The accuracy of the corrected functionals varies strongly, the correction to the binding energy being too weak for the local density approximation but too strong for the gradient dependent functionals considered. For the Perdew, Burke, and Ernzerhof (PBE) functional, a scaling of the PZ-SIC by one half gives improved results on average for both binding energy and bond lengths. The PZ-SIC does not necessarily give more accurate total energy, but it can result in a better cancellation of errors. An essential aspect of these calculations is the use of complex orbitals. A restriction to real orbitals leads to less accurate results as was recently shown for atoms [S. Klüpfel, P. Klüpfel, and H. Jónsson, Phys. Rev. A 84, 050501 (2011)]. The molecular geometry of radicals can be strongly affected by PZ-SIC. An incorrect, non-linear structure of the C(2)H radical predicted by PBE is corrected by PZ-SIC. The CH(3) radical is correctly predicted to be planar when complex orbitals are used, while it is non-planar when the PZ-SIC calculation is restricted to real orbitals.