I would say that multiple Activities almost always makes more sense. I just don't think Android is designed for constantly switching its own views - you miss out on so much. You have to implement Back yourself, you don't get any inter-Activity transitions, you have to implement a lot of internal logic to resume an application in the correct state. If you don't partition your app into Activities, it makes it a lot more difficult later on to change the flow of your application. It also results in one mega-Activity that can be a lot harder to handle than a lot of smaller pieces of code.
I have trouble imagining that speed is really an issue; if it is then there's something wrong with the way you're initializing each Activity. For example, I used try to pass Serializable objects between Activities, and that proved to be incredibly slow; when I switched to a faster method of passing objects, the speed of launching Activities increased immensely.
Also, I think it's telling that the Android guidelines for Activity and Task Design don't mention switching Views at all; it's centered around an Activity-as-View design.
I'd like to point out some instances when a single activity might be better design for an Android application that has more than one full screen View:
If the application screens are tightly coupled and share a common Object that they are all operating on. In this case passing around the Object may require a Bundle and can be error prone since there will be copies of it. A good example might be a wizard. Yes you could use static's to access the common Object but static can be dangerous in Android (think configuration changes!)
If you want some really cool animations in between screens. Maybe you want a bird to take off in one screen and land in another screen. Try doing that when each screen is an activity!
On the other hand if one of your screens is designed to be shown by any number of other applications then that screen should be its own Activity.
UPDATE March 2014:
At this point the question should now include the choice of Fragments. I think that Views are probably the least likely choice of the 3: Activity, Fragment, View. If you want to implement screens that make use of the back button then it should be either Activties or Fragments because both handle the back button natively. Fragments will need to be added to the FragmentManager back stack for the back button to work. Managing fragments, dialogs and the back stack can be a bit of an annoyance though!
UPDATE Sept 2018:
Some devs at Google are recommending single activity apps using the new navigation architecture component.
Also keep in mind that implementing your app with multiple Activities
will give the user a more coherent experience with the platform as a whole. Part of the experience will be shaped by using the built-in Google apps, so users will probably have an easier time using your application if it behaves similarly to the ones that are already installed on the phone.
Different from others I use a mixture of both, for example,
1. There is a main menu when the application starts
2. You click on search, takes you to search activity
3. Then there's a filter button, which just switches view and shows you filter options
4. There are two buttons at the end of the filter view, You hit "Search" or "Cancel" and you are back to the Search View again (without switching activity)
5. Now if the user hits the phone back button he's taken back to the main menu instead of the search filter options. Which I guess is the correct behavior.
Use it the way user will feel natural. And keeping everything in one activity will make it complex.
It all depends on application, what are you trying to achieve better performance, smoother UI. IMHO I prefer the second approach of controlling the Activities manually even that it is more complex as you have stated. This is a approach I have used in my android tabs project, also you might want to take a look at a class called ActivityGroup (not sure the package) it allows you to have multiple activities that you can switch between, good thing about this class is that your activities are not unloaded when you switch but a bad thing is it takes longer to load your main app.
Just my opinion.
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