I agree, that's a problem. You can set up a base of operations where you keep several specialized ships, but when you're on the road, which is usually a very long road, you're better off completing what you started.

Another possibility is building a jack-of-all-trades ship that can do a bit of everything. I'm not much into mining, but an exploration+trading+light combat medium size vessel can give that 'millenium falcon' feeling of drifting through space, ready for adventure.