No I never took all of mine out at once- too much hassle! I used to do the weekly shopping while they were at playgroup or later Sunday School (!) because I couldn't manage more than 1 of them with me. Anything else we tended to either split them or DH had them while I went out (I know that isn't an option for you rickman- why these many name changes?!)
I can't remember attempting to take them out on my own until they were quite a bit older. Sorry this isn't what you want to hear, is it.
(Just a cheery thought that in 10 years time they'll be out on their own & you won't see them!)