In reply to Daniel Hunter: Personally the way I set up the rigging rope is to put a loop on one end (normally with a Fig 8 knot) and clip that to the first anchor. I'll then stitch each aditional anchor up with each loop between anchors going to a central point where I want my belay to be. I then balance all my anchors appropriately, this is sometimes easiest done by clipping all the loops to a single crab, or just use your hand/arm. All you then have to do is tie a BFK (Big Knot) ensuring that you include both sides of the bite of rope coming back from your last anchor (supprisingly easy to forget about the return and then your last anchor is a waste of time!). I normally prefer to use an overhand knot as it's easier to tie with 6 or 8 bits of rope but a Fig 8 is also suitable for this. At this point you can clip all the loops below the knot in any manor you wish, either all together or individually for seperate anchor points. As others have said you can use slings to do exactly the same thing or a lash up similar or you can use a long length of static rope, depends what you have to hand really. I'd avoid dynamic rope for rigging though as it makes it harder to work out where everything will be once loaded due to the stretch although I have seen it done.
If I'm setting the above up for an abseil then I normally equalise the anchors a short distance back from the point I want the abseil rope to be anchored and then using a large crap and the left over rigging rope run a single length to where I want the abseil anchored and then tie a Bunny's ears Fig 8 with loops of different lengths, one for the abseil rope and the other for the safety. I'll quite often also put my own safety leash onto this single length via a prusic giving me maximum flexability without having to unclip.
This gives you (from the anchor down) the anchor, rigging rope, equalising BFK, large screwgate crab, Fig 8 knot single length of rope, Bunnys ears Fig 8, Abseil rope/safety rope.