They are all plugged in - to two different sets of outlets (on two different circuits). The various components are plugged in strategically, so items that are often on (or always draw power) are spread out and items that are unlikely to be on at the same time are in the same surge protector (i.e.: it's unlikely both NES units and both SNES units are going to be on all at the same time - or that any two of them will be on at the same time... thus, they're all in the same surge protector).
None of this stuff, alone, draws that much power. Granted, if I cranked it all on at once, well... it'd be glorious, then it'd be silent.