External power source to power different servos
As long as the peak sum of the instantaneous current draw from all the servos is less than the rated output of the power supply and all the power wiring is a star from the power supply (+ and -) you should have no issues.  If you are going to exceed the current rating for very short periods of time (&lt;1/10 second or so) you might be able to add additional capacitance to the output of the power supply (at the supply or at the servos depending on the load pattern), but not all power supplies like large capacitive loads (it can affect the voltage regulation loop stability).  Also remember that if you add capacitors, they draw current at startup proportional to the ESR of the capacitors.  The power supply will probably have a slow start ramp to the output voltage which helps limit this current, but it does have to be taken into account in your design.