One thing I learned about parenting over the last 8 years is that kids need time to themselves just like us adults do. I learned in a parenting class to start young and teach your little ones to play by themselves. I have found that when the 4 are together again it helps that they spent that time apart. So after breakfast they all go to seperate rooms and can listen to CD's and play. But they have to stay in their room. This also helps mama- who needs time for boring things like laundry, and cleaning.
Of course it doesn't really work very well if all of a sudden one day you start them off by sending them to their rooms and saying, "happy room time, I'll be on the couch eating bon bon's." It started when they were young by putting them in a pack and play for just 15 minutes at a time. Then gradually adding a few minutes every week. Now they are all up to one hour. It works for me. It took a lot of time and effort...this is not natural for children to entertain themselves. But now the older ones ask for room time, they enjoy not getting bugged by their younger counterparts.
Here is a video clip of what works pretty well for our family.
Now why don't you drop me a line and tell me works well for your family?