It is healthy for you (and THEM) to have that individual alone time.
Please try not to get caught up in what other people at cheer/football think if you drop them off and go. They are not living your life with your list of stuff to do (which always is longer than hours in the day). I found I have been able to get lots done while my children were at practice. While other parent's were sitting outside dance class skimming magazines, I stacked an entire truck of firewood. No fun - but necessary. While others are chit-chatting....I was hiding in the car studying because I went back to college and that hour or so was priceless for me.
You may think people think it doesn't look good if you drop & go....but there is someone in your world thinking "I have no clue how she does it all....I could never handle it".
I am not sure how old your kiddos are but it does get better as they get older. I remember when mine were first old enough to stay home alone after school....instant pressure was lifted because I didn't have to break my neck trying to get to daycare before it closed, etc.
When I feel overwhelmed, I try to remember how quick time goes.
Schedule yourself that time and enjoy! Even if it is just going grocery shopping solo.