You could certainly attain what you want by using the Start Workflow action at the end of each workflow to fire off the next in line. Workflow 1 runs Start Workflow on Workflow 2.... Workflow 2 runs start Workflow on Workflow 3... and so on and so forth.
You could also do something similar by causing the next workflow in line to fire based off a column in the list, but I think the first suggestion is more straightforward and eliminates any doubt as to which workflow fires next.
other option is that you create a master workflow that will run all the other workflows in requested sequence.
that master workflow will need to be only workflow that is fired on item added event.
advantages that I would see comparing to the approach Mike suggests are
- if you came to the point you need to reorder the sequence you will do it at one place (workflow).
- likewise, if you forget what the sequence is, you just need to examine that master workflow and need not open every single one
- if you need to run just one single workflow (troubleshooting, maintenance...), you can do that without triggering rest of the chain
I've used this workflow launcher approach in the past and it works well too, for the one stop maintenance that Marian suggested. I'd say use this approach if you have more than 3 workflows in the mix as it will aid you remembering the order of what is launched easier. If not, then the bonuses gained become somewhat negligible due to the overhead of having an additional workflow (yet I can't argue with the benefits nonetheless).