You might think that the "constant" task switching is draining, but I don't switch that frequently. Often I keep the main focus on one task and use the waiting time to draft some related ideas/thoughts/next prompt. Or browse through the code for light review/understanding. It also helps to have one big/complex task and a few simpler things concurrently. And since the number of details required to keep "loaded" in your head per task is fewer, switching has less cost I think. You can also "reload" much quicker by simply chatting with the agent for a minute or two, if some detail have faded.
I think a key thing is to NOT chase after keeping the agents running at max efficiency. It's ok to let them be idle while you finish up what your doing. (perhaps bad of KV cache efficiency though - I'm not sure how long they keep the cache)
(And obviously you should run the agent in a sandbox to limit how many approvals you need to consider)
[1] I use the urgent-window hint to get a subtle hint of which workspace contain an agent ready for input.
EDIT: disclaimer - I'm relative new to using them, and have so far not used them for super complex tasks.