You can scry one at a time, or multiple orbs at once.
The mage, lizard, human and orc quests are fairly quick.
You must complete 5 of the council quests before you will be able to successfully scry for the dwarven council member.
The fight at the end of the elven council member quest is possibly one of the toughest in the game.
There is a bonus available during the imp quest which is better at higher levels. I reloaded and did that quest last, but by then I didn't really need the extra bonus:
One of the golden jugs in the area gives you enough experience to go up a level. To get the most experience you can wait until you are at a high level. That isn't really necessary, but you should try to do the quest when you will just level up during it, so you get a full level worth of experience.