Each manufacturer of these power units give you a current draw limitation. For the most part, analog effects draw very little current so you have nothing to worry about, it's when you start adding fancy digital modulation effects amongst your chain that you could potentially run into problems. Something like the Line 6 DL4 can use up to 300 mA of current, and if it doesn't get it things get strange. Try running that with your compressor, booster, distortion, phaser and wah pedal and you could start running into weird squeals and nasty hissing that you just can not track down. More than once I have had a client bring their pedal board in and all they needed was a rewiring of the power outputs of his Pedal Power since he had high current draw pedals on the wrong DC output.
Read the manual of your power supply unit to find the maximum current draw for each isolated output. Also realize that anything digital (Digital Delay, many Chorus, Flanger, Phasers, Loop Stations, Digital Modeling pedals etc) suck up the juice like crazy (which is why a lot of them don't have the option to run off batteries) and need special treatment. They are also the ones that can be the source of the problem with power all units.
Follow this link to look for the current draw of various name brands. You will also find instructions on how to test your pedals current draw if you can't find it on the list.