well like Don said, there are some that say paint the panels on the car, while others paint them off the car....
If you are just doing a basic solid colour painting the panels off the car is not a problem. If you were painting with a metalic or a candy it is better to paint those on the car because those paints do have a "grain" and in order to get the paint job to flow properly from panel to panel the panels should be on the car.
The problem Tinker mentioned about different shades on the panels can happen even if all the panels are on the car. This can be attributed to not so great quality paint, not so great paint application, more coats on one panel versus another, and a number of other things.....
When you buy your paint make sure you buy enough to do all the pieces because if paint get's mixed by different shops or different people the colour can come out differently. You'd be amazed by how many shades of black there actually are... actually a friend got a door panel painted a while back now on a mustang he had, the shop thought the car was black so they painted the door black.... the car was actually a really dark green that almost looked black....
If you aren't planning to repaint the already black panels take one of them into the shop with you and get them to colour match it. That way you'll be less likely to end up with different shades of black on your car.
There are a couple of really interesting threads on Pennocks about painting actually... here is one that has some good info if you want to know more...
http://www.fiero.nl/forum/Forum2/HTML/055660.htmlgood luck...