Controlling multiple steppers - How Best?

This is for experimentation to learn how to do a CNC machine. At a later date, I will go for NEMA 17 or 23 steppers. In the meanwhile, what I have is free. It won't do much of anything useful, but like I said free while I am learning.

The motors I have have 5 wires.
I want to be able to operate all of the motors simultaneously so that I can cut diagonal lines along the x-axis and y-axis while varying the z-axis.
I will use an Arduino Mega 2560, so I/O pins shouldn't be a problem. It has lots.
I am lightly familiar with State Machine concepts.
I have written several sketches and modified several example sketches. I am very good at "copy, paste, & modify", except when I am not. :stuck_out_tongue:

I have been unsuccessful at finding a sketch that operates all axis simultaneous. Or, I am, but I don't recognize it. Most of what I've found are littered with "Delay" statements. I know that's not good in a State Machine environment.

John