My friends always had the conventional wisdom for me:

"Dude, no, you don't mix this shit, you gotta smoke it pure, it's good shit but you can't mix it"

Yea, bullshit, you can mix weed all you want without any negative effects. Each weed has a somewhat different high to it, so all you're doing is mixing those highs. Personally? I enjoy mixing weed, it's better to me to smoke a blunt of one kind and then an hour later a different kind than the same kind twice in a row, doing that has less of an effect.