First, connect the primary of one of your NST's to a 120 volt AC source that you can easily turn on and off, such as a Variac or a switchable outlet strip. Make sure power is off until you're ready to test. Connect one end of a 12" length of wire to the grounded case of the NST. Don't hold the wire in your hand - instead, use a wooden stick to move the free end. Power up the NST and CAREFULLY bring the other end of the wire near each HV terminal. Confirm that you can draw a hot arc off each HV terminal, and that the arc from each HV terminal looks identical. Often only one half of an NST will partially or completely short out. However, the bad half of the NST will then drag down the outputs of the other NST's, so you want to identify a bad NST before hooking it in parallel with it's counterparts. Repeat the above for all NST's.
Next, select one transformer to be the "Master" reference. Mark one of the high voltage terminals with a sticker or magic marker. Connect the primaries of the Master NST and one of the other NST's (the Test NST) in parallel. Make sure that you also connect the cases of the NST's together, and also connect the cases to the 120 volt mains ground. Make a small (1/8" or less) spark gap. Connect one end of the gap to the marked HV terminal of the Master NST and the other end to one of the HV terminals of the Test NST.
Now briefly power up both NST's. If you see no arcing in the small spark gap (i.e., the NST's are IN phase), mark the HV terminal of the Test NST that's connected to the gap with a sticker or marker. If you do see arcing (out of phase), mark the opposite HV terminal on the Test NST. Do this for all of the NST's one at a time. When you've completed this for all NST's, you an now add NST's by connecting marked and unmarked HV terminals in parallel for the whole bank. It actually takes longer to describe it than to do it... :^)
Directions courtesy of Bert Hickman, Stoneridge Engineering: http://www.teslamania.com