I used to force myself to read one at a time but I've found I much prefer reading several at a time, usually ranging from 5 - 10 books on the go at once.

What this lets me do is:

1. Have several options available depending on what kind of mood I'm in (like for instance fiction or non-fiction)
2. Give me the freedom to pick up a book that I stumble upon and want to read immediately, without the guilt of "i'm already reading X..."

Right now I'm reading:

Feminist Theory: From Margin to Center
The Dawn of Everything: A New History of Humanity
Stranger Faces
Treacle Walker
Meditations
The Bell Jar
Happiness, Like Water
Of Love and Other Demons
Out of the Ruins