I would introduce them all at once. I have 3 males, and when I brought the third one home I just got the first 2 out and put them all in a neutral area. You should watch them together in their neutral area for an hour (this is what I have always done in intros). If you haven't read this yet,
http://www.cavyspirit.com/sociallife.htm I would highly recommend it. It was very helpful to me when it came to introducing my pigs to each other (especially the parts at the middle/end about adding a 2nd or 3rd cavy and introductions).