We have done a lot of DBMM games with up to 5 players a side.
It is great fun and probably the best way to play the game. You end up with a type of tunnel vision and you later realise what is happening on the other side, which can be a good thing, or a bad thing!
From such games you get the wonderful stories such as player wanting to know if a fellow commander on his flank can move some close troops over to a certain place to help, only to be told "They are not mine. They are the enemy…".
We will often dispense with PIP swapping or allocation. Also, avoid using the Ally Commands rule, and instead use some sort of Victory Points mechanism to encourage Allies to act, well like Allies. In a Wars of the Roses game I used Victory Points which awarded points for certain objectives (such as personally killing an opposing noble). These points were tradable. The center command of one side turned traitor and attacked it's neighbour, who ended up fighting off both it and the Scots command attacking it up a hill. In this game the Scots won, because everyone had bribed it with Victory points. It didn't end up changing sides, and the Commander said at the end of the game "He didn't actually care who won as long as Englishmen died". That he _was_ as Scot was a bonus.
I think the largest game had something like 800 points a side of SE Asian troops, The table groaned under the weight of elephants.
Don't worry about terrain choosing. Set it up as part of the scenario. Weather and time of day can be interesting, but avoid a Night Attack if using DBMM. They can be booring for the players involved. Similary flank marches need to be planned and make sure they always come on, but allow some random delay. Unlike a normal game when there is a chance they never arrive, which is very, very, booring.
Lastly, have some object that the CinC's pass to each other to mark the begining of a new turn, otherwise players can get confused, especally with 4 a side. We have used a "rod of power" (ie: a stick), and once a stuffed elephant, and in a South american game a toy llama.
Have fun. These are the most enjoyable games I have ever played in. I encourage everyone to give them a try.
Cheers,
JohnG