In 2011, I played all my hands at one limit before moving up to the next level. In the past however, I have kept my options open and have played a range of limits. I would base my decision on what kind of games were running, where I perceived the fish to be playing, and how I was feeling.
There are plenty of heads up players who sit at tables ranging from 200NL to 2000NL across different sites, waiting to see what kind of action they get. Sometimes they will be playing on a 200NL table on PokerStars and a 1000NL table on Party Poker.
This works both for full ring and for six-max. If your range of limits is 50NL through 200NL and there are few 200NL games running, you could sit at one 200NL table, two 100NL tables, and three 50NL tables.
If you play on sites which don’t run many games, this is particularly applicable. If you play on PokerStars, the liquidity of games is seldom an issue. On the other hand, if you are playing on the Merge network, liquidity can definitely become an issue. Further, different times of the day offer a higher percentage of weaker players and thus an incentive to play higher. That is assuming your bankroll allows for it of course.
An added benefit of playing a variety of limits is that you shed any “I’m a ___NL player” labels. This is a positive since labels have the potential to consciously or to subconsciously limit your full potential. For example, if you have a range of limits from 25NL to 100NL and you lose a few buy-ins at 100NL, you won’t suffer the sting of feeling like you “took a shot” and failed. You simply didn’t have a good session at the upper-end of what you are able to play.