Cool, so everything at once is better. I can't really do chest properly yet as I only have a single 8KG dumbell, which seems to be about optimal for my arms at the minute (yeah I'm weak). Once I get more weight and a bench set the rest should be fine.
Is there a standard order for doing things as well? So you don't exhaust some muscles you're going to use in another exercise?
I tend to go most muscles used to least and reps low to high. So for example chest - Flat dumbell press (lots of pec, tris, stabilisers to control Dumb bells) 5 reps on work sets, Incline Barbell press (upper chest, plus Barbells easier to control) 8-10 reps, DB flys (just pecs) 12 reps. Or compound through to isolation, which I simply take as most knackering exercise first (most muscles used) first through to least, so squats before calf raises. That's probably a pretty old school view though and there's properly qualified people here who can be more specific and loads of ways to mix it up.
Also if you've only got an 8kg Dumbbell do some Turkish get ups for a good all over exercise!Get up, get on up!