Me, I wash mine in cold or cool water, like colors together, and then either hang them up to dry or run them through the dryer until they are nearly dry. If the pieces have been washed often enough, they won't run (much), which is why I use the cool water and ALWAYS use Shout color-catcher cloths. Most important in my experience -- take them out as soon as they finish washing. The colors will bleed onto one another as much from the clothes sitting on each other wet than from the loose dye in the wash floating around and settling back on something.

(Good question. I had to think about it, since it's been a while since I washed more than one piece in a standard load.)