Yes I do. I'm usually going between 3-4 book: One "regular" fiction, one nonfiction and one that's more difficult one way or the other. It can be because of a language I'm not relatively fluent in or it can be because of content that makes me uncomfortable (but I still consider important). In that case there's also a humor book in the mix. I pick my moment to read the "uncomfortable" one and sometimes it takes me a long time to finish it.
(This going between books is for me one of the fantastic options you have with eReader vs paper books. Imagine packing 3-4 paper books in your handbag for that shopping trip by bus
)