Thanks for the reminder that I really need to bite the bullet on this one - I've avoided playing my guitar (not my main instrument, I hasten to add!) for a couple of years because I'm too scared to take the strings off!

I did ask a guitarist friend's advice though, and his take was that it's fine to take all the strings off at once - you can't on a fiddle because the bridge is liable to fall off, and he reckoned that that was where the idea that you have to change them one at a time came from.