It depends on your style and what you're aiming for; there's little else to it.
If you're gunning for the top spots on the daily/weekly board, it's probably best to do all the easy/medium Quests from as many games as possible.
If you're attempting the challenge that is the all time leaderboard (Excluding Legacy Quests/Holiday themed Quests), then do as you please! I find that completely a game at a time is more efficient though. Exhaust all the fun, find out all the tips and strategies before moving on to find another thrill, rather than have a pile of uncompleted games around. Example: MMOs can be exhausting for some people, so it's best to finish them and never go back again if you're that kind of gamer.
Personally, I try to finish the Quests for every game at a time, because sometimes when you go back to an unfinished one, you need to get back into the game first and then rethink (and remember) all the specifics, tricks, etc. Which can be annoying... also, if you want to climb ranks and pass gamers with the same amount of Quests, make sure you achieve the Quests first! Because the person that achieved the Quest first will keep the position over those that have the same amount of Quests!
I try to complete the quests as soon as they appear but the time is not on my side. Some games require really annoying grinding and some a skill. I have about 10 games to finish with quest but my PC isn´t very friendly with the system requirements e.g. Raze3 and Road of the dead2. So I won´t finish those quests until my I upgrade my PC.
Same for me @Thomcore... those Raze 3 and Road of the Dead 2 Quests are killing for my processor (second one) and skills (first one), which will take a lot of time untill completion! Same goes for the L.I.F.E. Quest (hard) in fact... somehow I lack the skills and luck to complete it!
