I've played multiple characters many, many times. In a League of Legends roleplay I'm doing, my partner and I are using as much of the cast as possible for the story. But, we realized that using so many at once would make story progression take far longer--mostly my fault, lol--so we're working on doing two pairs of people at a time, with supporting characters able to chime in during conversations but not have the primary perspective for the replies.
I tend to only to 1-on-1 for one-shot's unless my partners and I really show some excellent chemistry in the plotting stage, which is becoming increasingly rare. I'd like to try dungeon master someday, maybe for Star Wars, but I'm just not finding enough women requesting that sort of thing.