What gauge are you using? If they're .10s or thicker then your fine just replacing one, you're probably not gonna break another one unless you play really hard. If they're smaller, then I would replace them all and might suggest you try a thicker gauge.
I always just replace my strings one at a time, unless they're really grimy. I've yet to break a string at a show (knocks on wood).
When it comes to new strings, just do what doog told you. I do something similar, I tune a half step up from standard, play that for a while, until it's way out of tune, tune back up that high again, play for about 5 min., then tune back to standard and they usually stay in tune fine from then on.