I'm running five sessions on a single computer. It's not that expensive to do, either. Main concerns are a Q6600 and as much memory as you can handle (8GB is nice). Could probably build it for $1k or so, $2k tops. What are your specs?

When you start in with tri-boxing or whatever, it REALLY helps if at least one guy on the team can heal/res. This is part of why shamans are so popular - they just work. Less important for two, very important for five...probably significantly important for three. Full-DPS is a good tactic, but runs into trouble easily. High-DPS with some healing and some tactical tricks tends to run into much less trouble.