Maybe it's an experience thing, but I never have trouble juggling multiple projects at once. I can be working on four different writing projects (as I am currently)in various stages of development all at the same time, and have no difficulty transitioning from one to another. I don't forget where I was, or seem to have trouble restarting. I just pick up, review the last day or so of work, and go.
I'm not sure why this is easy for me, but I have a theory. Years of training in my day job. In that environment, particularly in the last few years chained to the corporate desk, I seemed to have multiple disasters occurring at the same time. I had to be able to gather little bits of information and integrate it into a coherent picture as I went along. My theory is this experience trained me well to multi-task.
On the other hand, I find myself becoming bored with a subject much quicker than I did in my youth. Then I would have no problem staying on task for hours on end. Now, I seem to want to live in a sound-bite world -- putting in five minutes on this task, ten on another, and maybe fifteen on a third. The thought of concentrating for a whole hour seems downright painful at times.
I find this temptation to be the worst when I'm on the computer, when the internet and all its lure is only a mouse click away. How tempting it is to jump out of what I'm working on to check the news, the stock market, my email, and anything else distracting. Amazing how much time you can waste doing that kind of thing.
So, my self-discipline surrounds staying on task until a chunk of work is complete -- that scene is written, those "x" pages are edited -- then I allow myself to check email. Most of the time it works, but sometimes I just have to take a break.