
The Dread Pirate Hurley |

If a full party was desired, it wouldn't be difficult to recruit more. So the choice to play solo is often intentional. In those cases, I prefer to play one character. A solo campaign that focuses on one character allows you to tell very different kinds of stories than you could otherwise. If one is two few for combat purposes, there are always NPCs played by either player or DM.
It also lends itself to character builds you otherwise might not get to play. Pet classes, summoners, and necromancers can have lots of minions to help.
I wouldn't say it's too difficult to play multiple characters, as long as ask the mechanics are familiar.

ellequoi |

One of the solo campaigns I'm running will have the player using 3 aliases: one for the public face, one for the vigilante, and one for the intelligent talking weapon. We haven't had them all in the gameplay thread yet, but I'm looking forward to seeing how that goes.
They asked if they could have the weapon so the character would have something to play off of; since there will be a lot of solo sneaking and thus possibly low dialogue, I could see the value in that.
Familiars, spirit animals, medium spirits, eidolons, and animal companions/mounts could all play RP roles in a solo campaign for one character as well (OK, maybe less so the latter).
Solo campaigns have their own advantages, so setting up a full party's worth of characters might not accentuate those. A campaign run solo should be designed to not need a full group (though you could probably use a group of a much lower level).
If you want to create lots of characters and RPing them all, GMing might work better for that. You don't have the same self interest that a lot of characters played by one person might have, since you're not the one who needs to win the encounter.
When I was playing a monk with leadership in an RL campaign, my GM let me control my cleric cohort for levelling, combat, gear, and spell prep. Otherwise - if there was dialogue to be had, say - he would control her.

Shifty |

Even in groups, I like to have a familiar or companion to act as a foil, just in case the group is a bit shy. It also provides a good third party hook for new players - they can interact with the lion and lead into a conversation etc.
There's a surprising number of fresh pbp players out there and it can be tricky for them to find a groove.

Terquem |
When I started as a DM, my sister and one other friend of hers were all the players I had. Each of them played three characters. I'll never forget how well my sister would switch from her human cleric, her dwarven fighter, and her elven fighter/magic-user, effortlessly, letting each character be "in charge" of the team for a brief amount of time.

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I would play a solo game on a single character. Mainly because my mind just fails when trying to run an entire party by myself.
Even trying to RP an entire party with myself has be completely boggled. How do you uh...talk to yourself again?
If you have different personalities talking to each other in one mind does that mean you're schizophrenic?
I really have no ability to split myself into different characters, at least not within the same game.