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Why does having a large number of contexts imply that one would be changing them any more often than with a small number? That doesn't make sense to me, whether I interpret "changing contexts" as editing the context assigned to an action, or as changing the view in OmniFocus.

It is really quite simple: if you have a large collection of actions which can be readily divided into a number of smaller collections of actions, and you frequently wish to view a smaller collection of actions rather than the whole, doing the division may be worthwhile. If you cannot look at an action and easily determine a more specific context, then it may not.

Just because OmniFocus allows you to narrow a view doesn't mean you have to do so all of the time. A view grouping available actions by context is a fast way to see what you have to do in different contexts. Suppose you have an Agenda context stuffed full of people; you can glance down the list and spot which people you should visit/contact first to knock off the most actions, whereas making that determination from a list of "Call Fred about XYZ", "Call Samantha about ABC", "Call Fred about DEF", etc. requires you to do the collation rather than the computer. Now, if it isn't easy to determine that Fred is the right person to talk to about DEF and XYZ, I agree that there would be some friction involved in setting the context for those tasks to anything more specific to Calls, but isn't that an issue with which you have to come to grips somehow?

Think of it as pre-sorting your tasks to make them easier to access later. It's certainly quicker to just stuff a document in the file cabinet at the empty end of the drawer, but isn't it easier to find all the related documents later when you need them if you've at least put them in some order? If you have few enough documents, perhaps it doesn't matter. You're trying to strike a balance such that the total effort is minimized; minimizing the filing time may have a negative impact on actually doing the work, and similarly too much effort on the filing end may not produce a corresponding improvement on execution. Fortunately OmniFocus makes it easy to restructure if you go overboard, just drag the block of tasks from the overly-specific context into the more general.