I don't see any problem with it. I genre-hop all the time. In fact, I don't have any two stories that fall into the exact same set of genres and sub-genres. Most fit into the general "sci-fi" or "fantasy" categories. All fit into the encompassing "speculative fiction," but my ideas tend to be quite diverse. I generally market myself as a sci-fi writer though, since that's what I'm currently focusing on. However, after getting my first few sci-fi works out, I do plan on expanding my genre-range.
Also, there's types of works to considers. Generally, my long works (i.e. novels) are either sci-fi or fantasy (or a combo), whereas my short fiction is all over the place. I have everything from horror to straight comedy. So, that's a consideration, too. If I ever get around to enacting that self-published short story serial I keep thinking about, then I'll be probably be known for a fair amount of genre-hopping in the short fiction department.
Really, it depends on a lot of factors, but there's nothing inherently "bad" about it. Lots of writers have ideas that crop up in a variety of genres, and as others in this thread have already proved, many have no issue with branding themselves as multi-genre writers (whether it's by a different pen name or some other mechanism).
If you want to try out multiple genres, go for it. Who knows, you may discover you like one you haven't considered before or that you're better at one you've never written than the one you've been writing all this time. The more you diversify your writing, the more challenges you have to overcome, so really, (while it can potentially slow you down/distract you from your publishing tract), it can be beneficial to your overall skills. Since you're not that close to publishing at this point, I say go ahead and try it. =P