I have 2, too. First with FC United of Manchester, got them up to Premier League and second, a career save, where i currently manage SJ Ver, portuguese lower league side which i got promoted to Liga Zon Sagres.
I am usually the same, one at a time or I cant get into the game, I may go back to old saves after getting bored with my current one but only usually do one at a time
I generally do one save at a time as well, unless I have an idea for a short challenge or want to fiddle around with doing something stupid. I often do want to run multiple saves, but I have a hard time keeping track of the youth and signings between two or more saves, even with extensive out of game notes.
I usually focus on one save at a time, the one i'm focusing on at the moment is a Napoli save, 2nd season. Got two others, 3 seasons in with Schalke and 2 seasons in with Ajax