Do you folks stick to a certain film all day and just underexpose or overexpose?
Well, no, I don't think it's supposed to work that way. Under- or overexposure is a function of the development you choose for that roll. That means that you decide to develop that roll to suit a certain brightness range and hence adjust your exposure accordingly. So you can't change these settings within the same roll, from this point of view.

So, one roll ---> one development method ---> one EI.

That said, you may as well use only ONE type of film, and adapt its development and EI as lighting changes. This is also when interchangeable backs really have an edge! I will typically use one film, and if I find I have to cope with different "brightness range" setups at the same time, I will load another back with the same film, but deciding to give different development and EI to the second roll.

If you have the chance to switch backs or cameras, I think that's the way it goes. If you're stuck with one roll at a time, try to find an average development and exposure that will be ok, although not exactly spot on, for what you expect to shoot.