Honestly, I never seem to have this problem. Do I keep a TBR list? No. Never have. I just pick a book and start reading. If I decide I'm not in the mood for what I picked, I set it aside, pick another.
If I'm between library books, I usually try out a freebie/new author I've picked up from Amazon. OR, and this is fairly common, I go grab a classic from Gutenberg.org or StandardEbooks.org. Or I re-read a book I love and I've already purchased!
I am "between books" in a different sort of way currently, I'm reading a library book on my Kobo, and a purchase on my Kindle.
The library book is a collection of stories, and I've been just bopping back and forth between the two books depending on my mood and whether my Kindle or Kobo is handiest.