Depends... My Yasha's are pretty aggressive and killed off a pair of Hi-fin gobies that I added after they were established in the tank (my tank is pretty small though = not a lot of sandbed real estate). However, I have seen tanks with multiple types of gobies coexisting peacefully.
There's an impressive macro algae tank on here somewhere with a TON of different gobies and pistol shrimp living in it. It's a pretty interesting read as well, I forget where it's located though.