I'm doing this. Check my build thread. There are a lot of people who have done the "harem" thing. They're not true harems, so I'm trying to coin the term Circus.
There are two main approaches:
1. Give each pair enough territory so that they don't mind another pair (large tank, lots of anemones, out of sight)
2. Introduce captive raised juveniles all at the same time, from the same clutch. They're already used to each other from birth and living in small spaces.
The first option seems to work as long as your tank is really big (over 100G). The second option actually has been working, like the stated BRS tank and Mona (mobert)'s tank on RC. These have all been really large tanks too (over 100 gallons)
On smaller tanks, I've seen it done for a couple years with success, but sometimes fails when there's too much battling happening.
The approach I'm currently trying is an established pair (young, and very small) with a group of even smaller ocellaris. 1.5" mocha gladiator female, 1.25" mocha gladiator alpha male, 1" carmel mocha, 1" fancy white extreme and 1" fancy white gladiator. I had a vivid fancy in there as well, but he was 1.25" and about the same as the mocha male, so the female and "alpha" male were chasing him pretty hard. After I removed him, all aggression stopped. The female and alpha male don't pay any attention to the smaller guys. I'm hoping that the hierarchy won't need to be changed since there's quite a size discrepancy from the start.
I'm replacing the vivid fancy with probably two more 1" ocellaris for a total of 7 in a 36G display.
Anyway, I think it's about time we create a circus tank group on R2R!