Oh i agree. Still there are settings that allow you to hop around and turn out to be a good solution, if you are running out of challenges.
I had one GM who turned the tables on us players by running an invitation-only, super-hero genre game where the character you were given was the exact opposite of what you normally ran. He made everyone really stretch their roleplaying skills ( while the GM relaxed and recovered his strength):
* (male) Player who loves options, avoids leadership
Super-strong and tough female character, and the only one of the party with social and leadership skills. Romantically interested in the master villain.
* (homosexual male) Player who loves non-lethal attacks and variable power levels
Male character "of the House of the Sad" with several wives in tow and a single attack that is the most powerful in the game (with no "stun" setting, of course)
* (female) Player who loves talking and negotiating with her opponents
Male "Wolverine" type character that goes berserk in combat
* (male, caucasian) Player who normally favors female characters of even temperament
African, Male character with telekinetic abilities. Male supremacist, and a recovering Black supremacist. (Note that the nominal group leader is female and caucasian)
* Etc. Etc.
Lots of fun (mostly), but everyone was (mentally) tired after each game trying to stay in character while (somehow) making progress on the main plot... and the (Evil! I tell you!) GM just kept snickering all the time...