http://pets-express.co.uk/lead-holder-walk-multiple-dogs-together-p-45.html

I only walk 2 at a time these days but generally prefer to have a lead for each dog - just in case there's any trouble eg another dog picking one one or the other of mine.  It gives me more flexibilty to manouvre each dog seperately.  I do sometimes clip them on the same lead, I use a training lead that has clips at either end as well as lots in the middle to for adjusting length etc.