I play one game at a time. I go start to finish, experiencing everything I can. Every quest, mission, treasure. Then when I've gone through it thoroughly I move on to the next game.

I typically play games in one of 4 general genres: Action, RPG, Shooter, Platform. I try to mix and match the genres so that it keeps things interesting. For instance, I just finished Assassin's Creed Brotherhood (Action), so next I'll play Mass Effect 3 (Shooter). After that will be The Last Story (RPG).