What to do with multiple outcomes?

There's a couple of things I'd like to have a default on:
1.  Some say you have to report all measured outcome variables.  This is hard in some cases
2.  Some say you should make a scale.  What's the best all-purpose way to make a scale.  We've been doing principal components, but there must be tradeoffs to doing that.
3.  What about multiple comparisons?
