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You can switch "at random", but as whpalmer4 says, you'll want all devices synced up before doing so. You'll need to switch them all over at the same time. And when you switch, all the devices will probably download the _whole_ database instead of just recent changes, so it may be pretty slow.

So I really wouldn't recommend switching "at random". But if you need to switch for some reason (MobileMe account expires, taking only your iPhone on a long trip, etc.), it can be done.