Best Method for joining multiple yarns

Hiya guys!

I am wondering if you guys have any suggestions on joining yarn. I am working with 4 strands held together, and am almost done with the first 4 skeins. I usually join at the beginning of a row by tying a knot and working then ends in. But, with 4 strands, I am not quite sure how that would work. Should I try to do them on a separate row from one another or all at once? Any ideas and help would be greatly appreciated.

I would try to stagger the joins; join one end, work several stitches, join another, and so on across the row.