It doesn't really matter all that much. A set of workers working for the same block or each working for an individual block yields you the same profit on average. The only downside is that in order to mine for blocks you either need to have bitcoind running, or join a pool. If you want to mine a few blocks at once, you will need to be running a couple bitcoind instances. The easier setup is to just have one bitcoind running and have all your miners connect to it.
Well, that's the ideal situation anyway. Realistically, you won't ever mine a block this way. You can check out my mining calculator and plug in your numbers. How long is your time to generate one block? Can you wait 5 times that? Probably not. You ought to join a mining pool to get smaller rewards more often. But do it fast, as soon ASIC miners will go in and make your profits really small.
When you'll be joining a pool, logically you'd have all your workers connected to the same pool. Connecting to multiple pools wouldn't change your profits, perhaps it would smooth out your earnings a bit, but the change would be insignificant if you are using big pools.