It's easier to change them one at a time, as this is less likely to alter intonation (Etc)- plus it makes it a lot easier to see what you are doing - try and make sure that the winds go on the post and not back over the string as this can cause nasty problems in tuning and intonation as the string will slip over itself - been there, done than ,ouch!.
Also if you go up a gauge from 9s to 10s, or whatever, you may find the tremelo sits forward further and in this case you will need to put an extra spring on the tremelo block/string claw at the back of the guitar - this'll probably only apply if you change a full set tho.
Accuracy,you say? hmm interesting concept..