Right there with you--and all the rest. I actually function best if I have more than one project going at once because I sometimes just stall out on a project and need to put it away for a while. So I don't really feel guilty about not going straight through from start to finish. It also helps me to think of them as Works in Progress not UFOs.
What used to really get to me was when I wanted to finish one and couldn't find it in my sewing cave, OR discovering a UFO years later that I had forgotten I ever started. Something that helped me is when I started storing my WIPs in those square plastic containers designed for scrapbooking. They are inexpensive (coupons, coupons), stack neatly and are see-through. So far I have only one project that would not fit in the bin with all its fabrics, instructions, templates, etc. Best thing is I can SEE what's in them. If I'm looking for a particular project, there it is--always at the bottom of a stack, of course, but at least I know where it is. And it's been a while since I entirely LOST a WIP.