I have a list of stock tickers. Is it possible to download price information over a period of time all in one go, or download other types of information across multiple stocks in one go?

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I assume that you want to do it in one go to have simultaneous downloads (and thus speed up the download of several datasets simultaneously). Unfortunately I do not know if this is possible using FinancialData/WolframAlpha, but if you download the data yourself from other sources, version 9 includes asynchronous downloads functionality. –  Szabolcs Dec 20 '12 at 19:38
If you have a list of tickers you can simply use Map to get stock data for each of them, like so:
listOfStocks = {"AAPL", "GOOG", "MS"};