It really just depends. Some new things I think are exciting and I can't stop thinking of the possibilities so I have to go experiment RIGHT AWAY. Other new things I just sort of tuck into a corner of my mind for some other time when it seems appropriate.
I do a lot of scrappy and crazy quilts though, so an experimental block or two doesn't turn into a UFO, they just get mixed in with one of my always-ongoing scrap/crazy quilts.