I'm always excited to start a new game. I have so many that I haven't even had the chance to play them all, so it's always nice getting the chance to try something new. The thing with me though, before I can move on to another game, I try to soak whatever I can from the game I'm currently playing. It's hard for me to just ignore a game when I know I haven't accomplished all I can, and just move on. Especially when I know I'm never going to get back to it. This usually happens with games that have a lot of tedious work, such as Assassin's Creed, so I try to stay away from playing such games back to back. I need some variety in between.
But that's not always the case. Take Resident Evil 6 for example, I've been playing it since it released and I have yet been able to achieve everything I want to, and now Halo 4, another one of my most anticipated games of the year, is seeing release tomorrow. Well, since I've already got to enjoy the campaign and can definitely see myself coming back for more, I have no choice but to put it on hold until I'm done with Halo. There have also been cases when I juggle a couple of games around, maybe one isn't doing it for me, but I still want to finish it, so I start another game on the side just to get a different feel. Sometimes I just switch between a co-op game I'm enjoying with my brother, and a single player experience that I can enjoy on my own time.
I guess it all comes down to your current situation and personal preference for the time being. I mean, why start a game you know you're not going to enjoy? I'd rather find out for myself whenever I pop in that disc or cartridge for the first time.