It depends on the book.
Is it a part of the series (and not the last book)? I'll immediately continue with the next.
Has the book never really captured me, but was it simply a "good book", I'll probably just continue with a new book.
Has the boo really captured me, and was I really living with the main character(s), I either savor it for a few days, fantasizing over what would have happened next, or reliving parts of the story, or I'll read short stories for a few days before I can decide what book to read next.
Naturally, this all depends on when exactly I finish a book, sometimes I just have to sleep after finishing a book