Most of the time there difference of price exists so do you withdraw bitcoins from one exchange and sell at higher rate exchange?
I don't really trade on the multiple exchanges because it gives me nausea while I trade if I see cheap rates on different exchangers. It confuses me so on personal level I don't do that.
I will always be curious to see different prices and always excited to know whether I bought from the right exchanger or not with right prices. However I will mostly stick to one exchanger and most of the time HitBTC because it is easier to handle and tuned with me in good way.