I buy a game. Then I download the game and try and get it to run (on a Mac). So there tends to be an hour or so of cursing trying to get the thing to install and run without the sound going haywire, or the movies not playing, or the cursor not flickering, or the display not being psychotically coloured, or the ever popular it plays beautifully but you can't change locations (I'm looking at YOU IWD… yes, I finally fixed that). And then the game goes into the vague mental list of "I should play that when I have a moment". So I tend to end up with a crazy amount of games installed and only a handful actively being played. I play vanilla first unless there's something I absolutely can't stand, which can be really weird (I think my biggest hang up was low rep spiking the shop merchant prices in Baldur's Gate. I actually had to download a mod to change that while on my first run, which then led to a much more enjoyable experience.) After a vanilla run it tends to get modded to the nines. Generally I play a game until I get stuck/bored then switch to another, then eventually cycle back to the first.
Games in various stages of completion that might actually get finished soon: Mark of the Ninja, Expeditions: Conquistador, Inquisitor, Torchlight, Trine, Trine II, IWD II, Temple of Elemental Evil, BG:EE, Bard's Tale, Stronghold HD, A Virus Named Tom, Bastion, XCOM, Eschalon Book II, Fallout, IWD. Weirdly I tend to get bored right before the end of a game. Things like XCOM, Bastion, Bard's Tale and BG:EE I am maybe… maybe… 30 minutes from finishing? Probably less in Expeditions' case?
Currently playing that are just for fun quick runs and not to try and beat: Don't Starve, Race the Sun, Civ V, Crusader Kings II
Games currently installed just to make sure they passed the pre-flight test of "will it run without problems": 87 Games
Wineskin Winery, Boxer, PlayOnMac, and CrossOver are lifesavers for me and I could not function without them. Seriously fantastic programs, all my love to the people who made them.