Lol, don't feel too bad. I think a lot of gamers suffer from this.
Personally, I generally don't allow myself to purchase a new game if I have more then three unfinished current gen games. I do make exceptions, such as when there is a special sale on a limited edition or I know soon a game is going to be switched with a Platinum Hits version.
What I am really strict about though, is not allowing myself to start a new game if I have more then a couple I am currently working through. This doesn't include game's I am working on achievements in though. I have several games that I haven't completed all the achievements for but I work at those when I have spare time. I only have like two games I am playing through right now.
I have a friend who is really bad about this. He has about 25 or 30 360 games that he hasn't finished the campaign in because he gets excited about a new game and buys it. I like to tease him about it and he is always like "I know, I know, I really DO want to beat that game but I keep getting distracted by other ones." It's funny too because he goes on about how great some of the games are and I'm always like "Well, then why don't you finish it?"