I do one per muscle, so I would do 1 exercise for each of the 3 shoulder heads. So 3 exercises for the shoulder not 5. But not the same exercises every time, that way there's variety and the muscles get worked at different angles, etc.
for example, anterior raise, side lateral raise, and rear delt lateral.
Or shoulder press, upright row, and bent over row (the rear delt is just a synergist in the bent over row but it gives some variety).
I heart weight lifting!!!