I generally only like playing through one game at a time, but lately I have mostly been watching a lot of Science fiction (watching through the Star Trek shows for the first time)
Right now I am playing through Spyro: Year of the Dragon, having played through The first two already. After this, I will probably play through Enter the Dragonfly, A Hero's Tail, and Shadow Legacy, if I can get ahold of them. And then I may play through The Legend of Spyro series sometime in the future, probably not until I play through Skyward Sword though.
I actually do this quite a bit. I don't usually play games one-by-one, but rather in chronological order.