"Dozens of people spontaneously combust each year, it's just not that widely reported".
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There's no problem with adding one at a time. A lot of us find it hard to shell out for all three (or two, whatever) at once. Most pickups are designed to be one-offs, that is, if you get an EMG pickup, it doesn't matter what other pickups you have really, and you are sort of expected to mix and match whatever you want.