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Surf, Strength and Fly I'll usually have on my teams, other HMs like Waterfall and Rock Climb I will add to a main team member but remove when not exploring. Every other HM (Cut, Rock Smash, Whirlpool and Dive) I will grab a HM slave for but won't use the HM slave on my team for most of the game just the part where it's needed and when I'm exploring an area where I know I'll need it. For instance on a recent X playthrough Chesnaught had Strength, Talonflame had Fly and Clawitzer had Surf. Waterfall I only gave to Clawitzer for areas with waterfalls and Cut had some random 'Mon from the early game.
