Most of the time there difference of price exists so do you withdraw bitcoins from one exchange and sell at higher rate exchange?
Yes I am using multiple exchange, depending on you in which of them your gonna use, of course you must search it first before you trade in that platform. And I don't see any wrong with it as long as it gives you benefits and profit.
You are correct, using a multiple sites in trading varies from the person itself if she or he can handle those accounts and as long as you have more savings that you can start with as a capital in trading. As long as we are earning, then do it.