I happen to jump from site to site, depending on what sites are offering reload bonuses...and if there's a good first-time bonus that I can't pass up. Typical month goes like this for me:
1) Do any Party and Empire reloads
2) Does Stars have a reload? If so, deposit for max bonus - play cash games and SnGs (and an occasional MTT) to earn FPPs. Since these bonuses are stackable and never expire, just clear them over a couple of months of play...if it's a double-FPP period, crank out the FPPs on Stars until bonuses are cleared
3) If Paradise has a reload, add to that pending balance - these bonuses never expire and are stackable. If not playing anywhere else, work on these bonuses.
4) Deposit a couple hundy at Bodog - clear this bottomless 10% bonus in cash games or SnG games.
5) Leave options open - sometimes a reload at Absolute is a good idea, while trying out a new site like Titan or CD Poker (look for rakeback on new site, if possible) is sometimes a better option.
Currently on my machine:
Absolute, Party, Stars, Titan, CD Poker, Paradise, Bodog, Empire - I think that's all of them right now. All Primas I've previously done have been uninstalled - until a decent reload bonus comes at a site like Bet365
So, yeah, I strongly advocate moving from site to site on a regular basis, especially if you have any kind of bankroll.