Two Tier Campaign

I've been reading Last Guardian of Everness lately, in which some of the characters take action not only in the real world, but also in the Dreaming. It occurred to me that having a two-tier campaign would be one way to give players some variety while maintaining campaign continuity. So, to give a D&D 4e example,  in the real world, you're playing low level characters, perhaps L3 to get started; in the Dreaming, you're significantly higher, perhaps L15, and possibly a different class and perhaps even a different race. In the real world, you're a L4 halfling rogue; in the Dreaming, you're a L16 warforged juggernaut, or eladrin warlord, or pixie sorcerer. And perhaps your Dream character changes from time to time, if you want--sorcerer for a few weeks, then paladin, but it's still you inside. You can get some variety, and there's no continuity problem of "We were in this dungeon, and Fred the Fabulous decided to walk off, and then around the next corner, behold, Phred the Pious  appears and we immediately trust him implicitly."

Mage Knight

Josh and Gwen came for wedding planning, but we squeezed in two games of Mage Knight. In the first game, he pretty much went his way and I went mine, although we teamed up for a city assault or two. In the second game, I was rather poor in mana crystals, so after a while he went ahead of me and cleared out dragons and such so I could get to each city with enough resources to participate in the assaults. That meant he did get more Fame than I did, but by the end of the game I also hit the top of the Fame chart, so it's not like his getting the extra Fame cost me anything.
To play efficiently, you definitely need a feel for what balance of resources you will require and how you're going to get them. Since "resources" includes movement ability, combat ability, healing ability, mana generation, recruiting ability, units, spells, relics, and extra actions, there's a bit of a learning curve. But I can be less than totally efficient and still capture the cities and win the game--I just won't be keeping up with Josh.