How many? Is it rude to order just 2 and save room for dessert? Do you order an appetizer before them? Would you recommend small plates at all? Do they all come at once?
So, if you're going with a group, I generally recommend a discussion about some things everyone would like, and then share family style. My rule of thumb is to order approximately 1.5 small plates per person (i.e. 2 people = 3 plates).
That said, to me, there's no "rude" when it comes to ordering--this is your meal! If you want to eat more dessert, by all means order only what you want.
Generally, they come pretty close to "all at once," but it's more of a steady trickle. Tell you waiter if you definitely want them all at one time or if you want them to trickle in slowly.
Enjoy! Small plates are a great way to try a bunch of things instead of just one dish!
Thanks Jessica! Going to order and eat now! It sounds like fun.