For me personally, I always switch over to another story if I feel stuck in the one I'm writing. All that I really need is just a small break from it before the want to write it again comes back. I also write because I imagine my characters wanting me to write about them. Otherwise, who would tell their stories?
Other people write out the more exciting scenes so that they have something to look forward to. It's like a way to show that if they just get through the part they're stuck on, then they can write the parts they look forward to.
Other people just write the scene out as best as they can, no matter how good it reads, just so that it's out there.