I recently made my first stacked cake and it looked crooked. I was advised to insert the dowel one by one and measure then mark and cut. Should I have just cut them all the same size? What works best for you?

1st off it would be soooooo helpful to invest in a cake leveler. This will ensure your cakes don't come out crooked.
Next, when marking dowels, if there is a spot on the cake that is a bit higher than the others, that's where you insert the dowel for measuring. All other dowels are cut to that size.
Always use dlwels cut for the cake you are working on now.........don't try to re-use them - even if it is for family. It's length of dowels that makes a big difference in whether or not a cake will be level.

Everything you ever wanted to know about making your 1st tiered cake:

http://forum.cakecentral.com/cake-decorating-ftopicp-5958955-.html

Has illustrated help on cutting dowels and so much more.

New link for Wilton's revised cake help:

http://www.wilton.com/cakes

Illustrated help on cutting neat slices of tiered cake by indydebi:
(So much easier than Wilton's method.)

http://cateritsimple.com/_wsn/page10.html

HTH