At one time the recommendation was to apply for all at the same time. In those days the folks at FICO considered a number of contemporaneous inquiries about a particular type of credit (e.g., mortgage, car loan) to constitute "shopping the market" and all similar inquiries within (I think it was) a 14 day period were considered to be one request.
I have heard (but have not confirmed) that this now excludes inquiries concerning revolving credit (such as store cards or credit cards).
Anyone know?