It may depend on whether you xfire or SLI. Some tips/info in this article:http://www.tomshardware.com/reviews/amd-crossfire-nvidia-sli-multi-gpu,2678.html
If nVidia, essentially you can do it either way. Sometimes, though, its just easier to get the build running in "simple" mode, then move to SLI. I'd go that route because I like "one step at a time".