I don't know about other writers, but I tend to stick to one project at a time, see it to completion, and then move onto my next endeavor.
This isn't a firm rule. Sometimes, I'll write an outline for a project while I'm technically all-in writing another one. It happened a couple of weeks ago, when I saw three different short story anthologies that I wanted to submit a story to. My brain just started firing off ideas, and as soon as one came, the next one followed, and I wanted to write them all at the same time.
This is not possible.
It needs to be one thing at a time...or does it?
Everyone has a different writing process with varying quirks, rhythms, and paces. I get so zoned in on something that I focus entirely on that one thing...until another great story idea comes into mind. The process bears a striking similarity to a scene from Return of the Jedi. It's still my favorite of the Star Wars movies (I know, I know...I felt a great disturbance in the Force, as if millions of voices suddenly cried out "you've lost all credibility" and were suddenly silenced).
The scene at the Sarlacc Pit has entirely too much going on. Allow me to draw some parallels.
ROTJ goal: Escape from Jabba's sailbarge with everyone intact.
My goal: Write a story.
ROTJ status: Oh crap, there's a gunner!
My status: Wait, there's another great anthology series looking for stories with talking penguins! I have a story idea that involves a talking penguin!
ROTJ status: Lando's overboard! Maybe we'd better save him...
My status: Hey, this anthology magazine needs stories about vigilantes. I'm a superhero guy...I have tons of stories about vigilantes. I should send it right now!
ROTJ status: Now Boba Fett's coming!
My status: No, no. Forget about the vigilante thing. I need to focus. I need to stop thinking about these other stories. I have to finish what I started!
ROTJ status: More bad buys arrive!
My status: Aw, you're killing me, Duotrope's Digest. You want a story about mutant chickens!? I love mutant chickens...
ROTJ status: Han takes care of Fett, you know, "the galaxy's most feared bounty hunter." Geez!
My status: That was surprisingly easy.
ROTJ status: Leia chokes Jabba!
My status: Wait. Am I writing about mutant chickens, talking penguins, or vigilantes? Maybe I should fold all three into the story I'm working on RIGHT NOW.
ROTJ status: The Sarlacc has Lando!
My status: The vigilante story. That's what I should work on.
ROTJ status: Salacious Crumb is eating Threepio's eye!
My status: Somehow, this will all coalesce...
ROTJ status: And everyone gets home safely!
My status: Hey, I have four finished stories. Heck yeah! Where am I?