i don't have any personal experience, but i think it's a great idea.
there's a guy who posts alot on the reef fishes forum...i think it's gscheimer but it might be one of the european fellows, who's kept harems of centropyge.
the challenge would be to get all females, or only one male so you could establish a harem.
you'd also need a fairly large tank.
i wish i could find it, but there was a link on a thread to a dive website where this guy had pics of harems of resplendent angels in the wild. it would be totally doable in a tank...of course, you might want to try a slightly cheaper species though!