I think an important thing to keep in mind is that there's no point in being a "jack of all trades, master of none."
you can't cross train in so much material that it keeps you in the beginning phases of it.
I cross train, but my primary art is and always will be Kenpo. I cross train in things that Kenpo doesn't have, like weapons forms. Kenpo has the staff set, sure, but I want to learn more than that one kata. I learn the sets from other styles and adapt them to kenpo. The kata may have started out as a Japanese form, but when I'm through with it, it looks like a kenpo form, because my stances and style of movement is kenpo. I learn the kata in its original form, and then...kenpofy it. Also, I learn how to use weapons, and then adapt the kenpo forms to use weapons, for example, I do short form 3 with daggers and also with sais, depending on my mood. I may look elsewhere for weapons, because I've got a major attraction to sharp, shiny metal objects, particularly swords and knives, but I wouldn't even think of cross training in self defense, because Kenpo already has that, in spades.
I've seen so many people get caught up in cross training so much that they know the basics and hold orange belts in seven different styles, but they never really seem to advance much beyond that, because the arts are too different, and they're not trying to supplement what they already know, they just want to learn everything and master everything, and there's simply too much knowledge to completely comprehend. Its like trying to get ten different PhDs all at once...better to get one first, and then take a few classes to augment what you already know.
I don't cross train because I want to learn TKD, or Arnis, or whatever. I cross train to make me a better Kenpoist. I think that's the big difference.