I turn them all on every time I play (except for the ones that aren't playable). All neon and beer signs too. I try and get a few games on each one but sometimes I'll get bogged down on one (just one more game and I can beat it, I just know it) and don't get around to all.
There's also times that I'll wind up sitting around soaking up the light shows, enjoying the backglass art, not playing anything, but thinking lofty thoughts or thinking about all the stuff I should be doing rather than what I am actually doing... Not all the time, but sometimes.