I almost never write all of a story at once. I'll pen a chapter here or a section there and then move on to another story. I'll do the same with the second story... and the third, and the fourth. I'm currently writing two novels and six short stories that way.

That said, I don't like having my characters wandering around in my head. I like to give them some sort of resolution. Though my endings tend to be more realistic. My stories tend to finish like a day (or several) in the life, ending with someone falling asleep to wake tomorrow rather than the neat package with a bow KT spoke of. But that's just because the neat Hollywood movie ending style bugs me. It's a personal preference. I usually wind up leaving a story at a point where I can pick it up again if I or my Domme desire.