I play on 21 different sites (I just counted the icons, lol).
I chase after bonuses & value-added tournaments. If I were only playing on one site I'd miss 90% of them.
Also, by playing on a bunch of different sites, I'm able to play a bunch of tournaments of simliar buyin & structure at around the same starting time (ie. If I'm playing $10 buyin level, I can easily load up 7-10 mtt's all starting at or around the same time