My problem is more along the lines of "how do you keep a little bit of continuity?" We're always jonesin' to try more things than we have time to try, so we flit back and forth from one setting/game/campaign to another.
What we're really jonesin' for now, though, is some continuity. What we'll probably do is have three or so concurrent campaigns, each run by a different GM, several of them using different rulesets (D&D, M&M, Star Wars, maybe a GURPS game even) so we don't get burned out on any of them and can keep several ideas running at once.