I never do. The only reason I had a problem is that somewhere along the line (probably when my dad had the brakes replaced when I was in school) some had rounded out the wheel cylinder connection, so no matter how I ground it down I couldn't get a good edge to remove it. Even an easy out would pull it out and just ended up breaking it.
I'd do them all at once, that way you are only bleeding once.
Yeah, the "While I'm at it" 's can be explosive. I needed to replace an axle bearing and front wheel bearing on my 65. 2 years later I had a new transmission, added a cable clutch, put in an 8" rear end, limited slip, larger back brakes, whole new front end, replaced the oil pan, all new steering, upper and lower control arms, new bushings, new rear shocks, new front spring perches, and disc brakes added.
All because of two bad bearings...
Slade