Any time i have done this it has been for an underfloor heating system. Each room is plumbed in its own loop. So therefore there is a stat to control each loop. It is a handy system when you get onto the run of it and gives the homeowner alot more control over the system. I have a system like this in my house if you need a pic a will post one
Stanfitz
Is it underfloor that you got or conventional ads and valves? If conventional you just do it as an 'S' plan and duplicate the heating side for each valve/stat combination. Each stat switch wire comes back to the brown valve wire.