Usually I like to focus on one game, but I have some games I still haven't finished and want to be done with, so I'm playing multiple games ATM. I hate doing that since it makes me rush through things. Consoles at home, handhelds whenever I go out.
PS2:
Xenosaga I
Odin Sphere
Eternal Poison
Digital Devil Saga (love this game)
Kingdom Hearts: Chains
PS3:
Resident Evil 5 demo
DS:
Final Fantasy IV
Chrono Trigger
360:
Lost Odyssey
Ninja Gaiden II