I run teams in four worlds and I know folks who have squads in more worlds than that. If you love the game and have the free time to devote to each world, go for it -- stagger them to avoid overlapping recruiting seasons...those can make life hectic (not to mention run the danger that you offer a 'ship to a player in World A for a need area you have in World B...been there, done that).
As long as you're familiar with the mechanics of the game and you're having fun playing and can afford to add worlds, go for it!