Well I heard good luthiers say it dosnt matter and others say it does matter. So I'm gessing you can just go ahead and do what you like best :)
But if you leave your neck without strings for a long period of time, you will most probably have to adjust the truss rod when you put strings back on.
I for one have always taking all my strings off at the same time on many different guitars since I started to play and I never had a problem.