Though I am all for it, I also agree with RO's assessment that more often than not people wind up juggling to much and gain a shallow knowlege of many things rather than a deep knowlege of a few. This manifests in all kinds of crazy ways from the pathetic systems of "Thelemic Buddhism" that are out there to the terrible open circles at Pagan gatherings where rather than call one diety or even one pantheon, the game seems to be cramming as many gods and goddesses as can possibly fit.
I once met a woman that claimed to be Wiccan and worshiped Jesus and Kali as the God and Goddess. It was beyond silly, and whats worse, she knew almost nothing about either.
I wrote a post about this a couple months ago, but to re-iterate some advice:
1) If you are approaching a system with the intent of really working it do not assume that knowlege of one system applies to them all. Do not interpret what you are learning in one in the light of another UNTIL you have attained a certain level of success in a system on its own terms.
2) If you are seriously working a system, than work only that one. If you are in the Golden Dawn and want to study Vajrayana, you need to freeze your progress in the GD until you have a really good handle on Vajrayana. It took my 5 years to get there, and that was with constant tutoring and personal attention from one of the best translator/teachers in the field. You can and should continue to maintain your vows and connection to the trad by keeping a small daily practice, but you can't really activly do both.
3) It is OK to dabble a bit if you do it smart and have a competancy in a core tradition. You will know when you are at that point. Much can be gained by studyng just the Kamamudra yogas or Dream Yogas or whatever it is you want to play with. Just remember that you are borrowing tech to use in your system, not mastering the one you are dabbling in. If for instance you are a Thelemite and learn some sex magick techniques from Tantric systmes, that does NOT make you a Tantrika.
4) Focus on dabbling in technques, NOT symbol sets. If you are hardcore Gardnerian and want to expand the magick you do by learning Bardons elemental breath techniques or the Breath practices from the Bonpo MaGyud than I respect that. If however you want to keep doing essentially the same magick, but just switch out the gods and goddesses to be more exotic, than just stop. At best you are spinning your wheels, and you might just get hurt.
In short. By approaching the quintessence of the art that exists beyond any one tradition we can expand our view to methods from traditions other than our own. The manner in which we do so however must be smart and respectful.
Thus ends this two days of posts on the subject.
Onto more practical things tommorrow like the magick of makeing sandpiles and using the tree of life as a water slide.