Yeah I definitely do. I pick a single game and don't touch anything else till I'm done with it. There are other games that are constantly there though that I'll hop in to when the mood hits. Things like Civ 5, Rollercoaster Tycoon 3, Europa Universalis IV etc.
Indies are a bit of an exception, I know it's not the right way to look at things but I view them as "throw away games" often only playing half way through one or maybe even just a couple of levels. More of a distraction really.
My bigger issue is actually getting time to play all the games I buy...
