Even when people do break the "I have to choose one or the other" state of mind, there still seems to be a ranking system a lot of the time. Personally, I prefer to describe relationships as "different" rather than rank them, but it does kind of fall into that pattern despite my best efforts. Even if I can avoid ranking people, I still get it on the other end. Currently, I refer to my various interactions as "friendships." However, one girl could be considered "primary," and I'm secondary to her. At times it's stressful that the other guy always comes first, and I feel unimportant sometimes. Overall though, I'm very happy with the situation, and she does give me more than enough attention.
I guess the point is: All relationship formats have various benefits and difficulties. The important part is how we deal with those difficulties, not what the difficulties are.