There's more than one way to do this, but people often put in a 2, 3 or whatever way divertor valve. To ensure proper flow, heads that are on simultaneously generally need to be connected in a loop configuration. The instructions for multi-head systems usually show this. basically, if you just use T's, you probably won't be satisfied as the flow will get less the further from the source you go. A loop evens that out.
Keep in mind that not all valves can supply enough volume for multiple heads. Also, if you supply lines aren't 3/4", you might not be satisfied. A showerhead is limited to 2.5gpm in the USA. Not all heads flow that, some things like body sprays may not be designed for that flow. You need to identify the heads you want, their flow characteristics, and add up the total you want running to pick a valve that will work with it. If you incoming water pressure isn't that great, you may not be satisfied, either. Most showerheads are rated at 60# input pressure; lower pressure=lower volume, less force.
You can really use up a lot of hot water, so make sure you've got a properly designed and sized WH. Consider a thermostatic shower valve since it will keep the tempurature constant until it starts to run out of hot. A normal valve will just constantly start to cool off as you run through the hot water in the tank.