When using multiple capacitors for decoupling or bypassing, should they be placed as close as possible to each other?
Yes, but not necessarily. They should be placed as close as possible to the voltage input pin they are decoupling. The aim of this is to reduce parasitic ESR and inductance. Dave from EEVBlog does a great job explaining decoupling caps. 

"EEVblog #859 - Bypass Capacitor Tutorial"