The way I set up my consist, which works for me, may or may not work for you, is that all the units in the consist are set up with the same address. While I don't have a layout up and running, I do run on NTrak and looking to start some FreemoN in Vegas, or expand the NTrak club to include FreemoN. But I set up a set of locos, and if I am running 5 units, I don't need to take up 6 slots for a single consist, when I can go into JMRI and program the units as I want them set up in the consist. I program all the locos to the "lead" loco.
Had a guy on trainboard basically say it was the stupidest idea ever. He had his reasons, none of which really make any sense to the way I operate. Basically if I broke up the consist, I'd have random locos all over the layout running without any control, or wouldn't be able to trouble shoot a loco.
What you are doing is perfectly acceptable (and oldest) type of consisting, called "basic consisting". For description of the 3 types of consisting see
http://www.digitrax.com/tsd/KB911/advanced-consisting-with-digitrax/Stupidest ever? I don't see why. If you break up the consist then you will have all those locos responding to the same address (to the throttle dialed to that address). But by far they are not "random locos running without control". They are under full control of the throttle dialed to whatever address you assigned to those locos. The person who told you all that obviously is not thinking straight.
What kind of troubleshooting do they have in mind? To isolate a loco out of your consist (for troubleshooting) all you have to do is to remove the other locos with the same address and now you have a single loco you control with the throttle. Seems simple to me. Or you can just take the loco in question, and troubleshoot (read/write) its CV values on the programming track. Doesn't seem that crazy to me.
Or you can simply put a single loco on the programming track to temporarily change its address (then troubleshoot it on the layout using that address). Nothing to it.
Or taking the last one one step further, you can program the long and the short addresses to a different address then changing CV29 (on programming track, enabling long or short address) enables the loco to respond to 2 different addresses (for running in the consist, or for troubleshooting the single loco).
The last procedure won't work on Digitrax systems if the "lone" and consisted addresses are lower than 128 because Digitrax forces using a short address for those addresses. But the dual addressing works on other DCC systems.