How to upload multiple files at once?
clientside_validation (drupal-6 and drupal-7) performs some additional client-side checks, including checks on uploaded file extensions (but not MIME Types).  (And, as @tim.plunkett mentioned in the comments, mimedetect is useful for server-side MIME Type validation, but the file must be uploaded to the server in order to be validated.)

For uploading multiple files, consider the following:


swfupload (drupal-6; Flash)
plupload (drupal-6 and drupal-7; Flash and several other technologies supported; new/under development)


For uploading multiple images, additionally consider these:


image_fupload (drupal-6; uses swfupload above)
jifupload (drupal-5 and drupal-6; free; uses Java applet)
aurigma (drupal-6; software purchase / service subscription required)