Handling multiple projects

How many times have you been thinking about one project while working on another?  This is the story of my writing life.  I am trying to get one project off the ground with constant ideas about something completely different vying for my attention.  I do my best to write everything down so I do not forget; however I might get caught up in that idea and leave my main story unattended.  It is called prioritizing.  I'm not really the best at this, I jump around from idea to idea.  Sometimes I get lost and cannot figure out what I am supposed to be working on?  Does this ever happen to you?  The genres are not even the same, they range from fantasy to thriller and back again.  I do not find anything particularly wrong with that, I just wish sometimes my brain would get on the same page.