I had the same thing with Orlando at the start of the season. Depends on the situation really. You'd have to look at what you need, who else is available, the situation of the team, etc. One bad thing about it is that they're all competing for the same stats and if the team stunk one night, then you're definitely in a bad situation. Plus, if they're all starters and the game is not close, you're likely to have all 4 sitting in the 4th when the game is out of reach. Distributing your lineup makes it more flexible, but that's just my opinion.
As for my case, I eventually blew up that Orlando lineup and now I only have Ryan Anderson. I said goodbye to Turk, Jameer, and JRich for very obvious reasons.