It depends on the game type.
Games with long stories get played one at a time, so Valkyria Chronicles, Tales of Symphonia, Legend of Zelda, those types of games get played 1 at a time. However, long handheld games get played whenever I'm out and not at home, so they follow a 1 handheld game at a time.
Games with short play times and little/no story get played whenever. So games like SSFII:HDRemix, Mario Kart Wii, Burnout Paradise, Mario Party 8, those types of games get played whenever I get the urge.