Update for v. 0.12 and newer:
It is now better for recipient to use subaddresses instead of paymentIDs - see here why: https://monero.stackexchange.com/a/7907/859
Subaddress allows recipinent to generate one address for each sender, so they don't have to share one address with more people. This increases their privacy and also has added benefit, that on blockchain, transactions to subaddresses look like transactions to base addresses, unlike transactions to payment ID integrated addresses.
So now with subaddresses instead of payment ids, it is easy for sender to send to multiple persons in one transaction:
transfer adress1 amount1 address2 amount2 address3 amount3
Payee then uses command "show_transfers" to see to what subaddress (index) he received money.
EDIT: To clarify why I added this answer here. With payment-id you could send only one person in one transaction, because one transaction can only have one payment-it, but with the new subaddresses functionality, you can send to multiple people in one transaction with the same effect. If was possible even before to also send to multiple people in one tx if sending only to base addresses, but that looses the ability for recipient to recognise where/who the transaction came from. If there is anything unclear, please ask in comments instead of downvoting.