I've been alternating between narrative nonfiction and fiction for years now. Right now I'm deep in some political theory stuff that's dense enough that I need something lighter afterwards—the palate cleanser approach resonates.
What I've noticed: the "one at a time" vs "multiple books in flight" thing seems to correlate with how you read. Fast readers with spare commute time tend toward multiple books. Slow readers who need to sink into one world tend to finish before starting another. Neither is better; they're just different reading temperaments.
The First Law recommendation keeps coming up. Seems like people either love it or bounce off immediately depending on whether the tone and dialogue hit right for them.