Generally I prefer to play will all the expansions combined, but I like to keep the theme as well. So I keep all my mythos cards shuffled together but decide on an expansion I want to focus on for a particular game e.g. Innsmouth. Then when it comes to the Mythos phase I alternate between drawing cards until I get an Innsmouth one and drawing until I get a non Innsmouth one.
This way, I keep a theme going, but everything has a chance of happening
The quesiton I've got though is what do other people do with the allies when all the expansions are mixed together? So far I've shuffled them and taken a random 10 for the game (is it 10? I can't remember off the top of my head). But I get confused what to do when an encounter says "draw ally x if he is available" and that ally wasn't in the orginial 10 or so. It seems to make sense that all the other allies not in the starting 10 would leave the game as the terror track increases, but I haven't thought of a good mechanic for this.
What does everyone else do?
Thanks
K