I finished with RSE when I got Diamond and Pearl and transferred all my Pokemon over to Diamond.
I'm currently doing HG and SS, and when I'm finished with SS I'll start HG, finish that, and transfer all my Pokemon from Diamond to HeartGold.
Heart Gold will then be my number 1 Pokemon Game. I love the Gen II remakes because there's so much endgame, having my Pokemon follow me around rocks and I love the Pokéathlon. That's why I want all of my Pokemon from all four Generations on HeartGold. Lovely varied Pokeathlon/Gym Leader Rematch teams, and a near-complete National Dex.
When I get Black and White, I'll complete the Isshu Dex, and I'll probably transfer all my Gen I-IV Pokemon onto Black. If Black and White aren't as good as HG and SS, I'll replay HG and SS to raise a few Pokemon I've never raised before/do challenges/enjoy Pokewalker and the Pokeathlon. But my "hub" game will be Black, I'd imagine, because my number 1 goal is to finish the Pokedex.