I watch one at a time, a couple maybe per week. I don't have a lot of time to watch tv, and those couple anime episodes are all I watch anymore besides an occasional movie. But besides the time constraint, if I really enjoy an anime I like to savor it anyhow. It might take me a few months to go through one season. But I'd hate to go through it all in one sitting. I like the excitement spread out, the anticipation of whats going to be in the next episode growing for days before I have a chance to see it. You miss out on all of that, watching it all at once, makes it less significant. I enjoy thinking about the last episode and letting it stew a bit in my mind. If I have time I often watch the last episode over again and then the next. That satisfies my appetite a little more without blowing through it as quick. Same with manga, I'll limit myself to just a couple new chapters each time I pull out a book, but I'll usually re-read a couple of the last ones too each time. Memorabilia as well... like the booklet that comes with the dvd's or bluray that has character info and staff interviews and such, I'll just read one page and put it away for next time. I bought an art book of my favorite anime/manga and didnt even open it for half a year, waiting on a special occasion.
Perhaps I'm a little weird, definitely in the minority here, but I'm cool with that.