Imagine if in our national elections, one or two states were allowed to vote on that Monday, and their election results were announced on Tuesday. It would kill the integrity of the system.
I think all the states should hold their primaries the same day. It would be a non-influenced "election" to see who each state thinks should be their representatives for the various tickets. Those that win a state automatically makes it into the second round of politicing, while the losers simply bow out and not waste anyone elses money. That way, one state doesn't slant the primaries for all the other states. Of course, if you want to the next level, everyone who makes it through the primaries are eligible for the Presidential debates. It would have been interesting to see Dean, Kerry, Edwards, and Bush all on the stage at once trying to out-do each other.
I agree; holding all primaries on the same day, and at a relatively late date (say, the first Tuesday in June) would be a lot better than the current system.