I'm personally in favor of cross-training, mainly for the reason that no single art is entirely comprehensive and that multiple arts will fill in the gaps. The important thing, of course, is to keep the basics of each art strong and to practice constantly. I've also found that as long as one has strong basics in at least one art, it is far easier to pick up other arts. MantisKid also raised a very valid point about complementary arts, which I would like to add to by mentioning that the scope of some arts are so small that they are incapable of being complemented by another art. For example, iaido or kendo will never teach hand-to-hand fighting, and so adding another art, such as karate or aikido will round out the pattern; Tae Kwon Do will never have the fluidity of many CMAs, and as such adding another art is the only way to make yourself effective; et cetera.