I know I already gave an answer to a similar question (see link below), but I wanted to add something onto that. With self-publishing, you have the opportunity to drive your customers based on the genre you write. A lot of people I know are finding great success in writing across genres, and they are using social media to get their books out there to the public. The great thing about this is that they can target different groups to go to different pages for the genre they want. If the new visitors happen to enjoy a book in one genre, they may be willing to try out a different book in a new genre.
One of the things I would recommend is to make sure you have a web site to use as your foundation. Dedicate a separate page to each genre so that folks can see what you have to offer. They don't worry about people getting their books mixed up because people are looking for a good read, regardless of genre.
Having said that, however, if you have genres that are extremeley different, then it might be better to go with a pen name. For example, young adult and erotica are two genres where you (hopefully) won't get too many crossover readers! Science fiction and romance might be another bad mix, but if your genres are not too extremely different, then you should be okay.
BTW - The first man to sell over a million e-books, John Locke, writes action/suspense and westerns! He hasn't had any problems with people buying across genres. Also, JA Konrath, who has sold e-books in the hundreds of thousands, writes horror, mystery, suspense, and now science fiction. While he does use a pen name for each genre, in his books he points people back to his central web site where he reveals his true identity and exposes people to the other genres.