To parrot what Paul and Exile are saying, I think it would not be the best of ideas to take Tae Kwon Do and say Shotokan Karate. Reason for this line of thinking lies in the fact that until you reach dan in the art you would currently be in then you are suseptible to much confusion and mismashing the different forms.
Matt---interesting point---it ties in with the one that Paul may have been (in part) making. TKD and Shotokan, as per your example, are close enough---even now, there are massive resemblances in the poomsae of one wrt the katas of the other---that you could very well mix them up and wind up with a weird hybrid. That's much less likely to happen when the forms are quite separate, as I think Paul was getting at. The positive advantage of studying genuinely disparate arts is that you'll get a really different take on movement and balance and so on---the fundamentals; the negative advantage is that you won't mix up things which are similar but distinct.