Check the spec on your connector for current per pin. For D-Sub types, it's usually about 1-2A max. USB specifies a max of 500mA (0.5A) per port, so you COULD usually put 2-4 ports worth of power on a pin. However, there are some caveats:
1) If the host end has per-port current limiting/monitoring, this will break it and possibly confuse the heck out of the host. This is more common on laptops, but some desktop motherboards and add-on cards do have this feature. This is perhaps the most detrimental problem, if it applies.
2) If the two host ports are powered off slightly different places (e.g. motherboard 5V vs. disk drive connector 5V, which can be separate rails on some PC supplies), you've just connected those two places together. This may cause unanticipated current flow at the point of the connection if there is a difference due to them being on different PSU rails or due to line loss at another point. A solution might be to diode 'OR' the two power lines, you you need a special diode for this as normal power diodes will exhibit far too much voltage drop.
3) The per-pin current ratings sometimes assume that other pins nearby are lightly loaded as one of the major issues giving rise to those limitations in the ratings is heating. Check that this assumption is valid. Note that current on ground counts, too! (See below)
4) Be sure also not to exceed the rated current on your ground pin, which may have other things returning via it whether you intend for it to or not. Ground isn't some magical figment or passive reference. All the current that is supplied other places has to return on it. This is one reason why disk drive connectors in PCs have two ground lines (Also, see below) to pair up with their two (different: +5V and +12V) power supply lines.
5) Heavily loading a couple pins will cause more voltage drop due to resistance at the connection than spreading the load out. Making some simplifying assumptions, this can lead to a phenomenon known as "ground bounce" which can cause all manner of mysterious failures. A similar thing happens where the power rail may droop during inrush or other heavy load transients, again possibly causing mysterious failures. These problems cannot be easily diagnosed with just a multimeter, either.
In essence, if you can spare a few extra pins, use them.
Also note that high-speed USB 2.0 (480Mbps) can be pretty sensitive to cabling and connection quality. Even full-speed (12Mbps) can exhibit some weird problems with poor cabling, but it's not overly common if things are at least reasonable. You may have noticed that the data lines were twisted inside the USB cable if you cut one in the middle. This is due to the way USB's signals work and is a major component of making things all work. The connector itself shouldn't be too bad if you use two adjacent pins, but you should maintain the twist in the wire as much as you reasonably can. Avoid placing two USB signal pairs near each other on the connector, too, and keep them away from anything else which would be high frequency such as video.