Should I Write or Let it Go

I was wondering what techniques you use to determine whether or not to proceed with a story?

My preferred strategy is to bull through one story while ignoring all others that seep into my mind. However, it seems to be something that is not working currently, as I constantly jump from story to story, unsure which if any to focus upon. Do many people get others to look at early stages of a story and obtain feedback as to the direction the story appears to be heading?