all the time! I usually go ahead and outline the new one and that helps me move forward. I think the haunting comes from being afraid you'll lose the train of thought, so once that's down, I'm clear to go back and finish the other.
I'll jot down notes and brainstorm a bit to keep things at bay while working on the current project.
Yup. I get ambushed by shiny all the time. ;) I either jot down the idea or start writing it if it has more than just "look at me! I sparkl--I'm shiny!"Then again, I can write fast when I put my mind and effort into it... but yeah, I need to focus on finishing more than I start. :|
It does happen to me, actually. But when you're ready to move on, you're heart is no longer in it. Sure, maybe a part of it is. But I say you jump into that new piece, and come back to the old one when you're ready to give it the attention it deserves. And if you don't? Well, maybe it is a story you were never meant to tell.