I do 90% of my sketch work in one sketchbook, but I have several others. One really big one is for laying out maps for worldbuilding. I have a long, skinny 'landscape' one I technically haven't used yet. And I have one exclusively for NSFW work. Ahem. But in general, I tend to finish my main sketchbook before starting another. I even use the first page as a title page, including start and finish dates.
This is my favorite sketchbook right now, btw: The Canson 180.
It's hard cover with a soft ribbon-like binding that allows the book to lie flat, which is just so, so nice. I will never use anything with a spiral binding again. I could take or leave the magnetic closure thing, but I like everything else about it, including that I can do some marker work in it (with a drop sheet behind the page).
Thing that I do that I don't think anyone here has mentioned... I very rarely do 'finished' pieces in my sketchbook. If I plan on taking something to full color, scanning it, and posting it for others to see, I'm doing it on a separate piece of paper (Bristol board) taped to my drawing board. I started doing this years ago, and it made a huge difference in my art very quickly -- there was just something much easier about working on a separate, flat page rather than in a sketchbook. (Much easier to scan, too...)
Of course, I'm 100% traditional art, so that probably isn't relevant to the digital art folks here at all. 