I went straight from 1 to 5, so I haven't tried 2, 3, or 4 boxing... collection quests are definitely bad while 5 boxing (I didn't do any pre-outlands but now I'm doing the first few collection outlands quests cause I need the gear and it is painful as hell).
I don't think I would want to 2-4 box though...the whole reason I decided to MB in the first place was for soloing heroics and 5v5 arena, and with less than 5 that becomes a chore/impossible. Whenever I don't want to 5 box I just play a single character.
I'm sure a lot of people "enjoy" 2-3 boxing more than 5 boxing though as it certainly would be less tedious.
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