We don't run ours all together, because of the risk of him mating them too early in the year, and even the risk that he just pesters them too much. But Nubian males are very focused on breeding, and other breeds aren't always as bad. I know someone who always used to run her Pure Toggenburg males with her females through Spring and Summer and only take them out in September.
Our male lives in the same shed as the girls, but he has a seperate pen, and sheeted hurdles for the side of his pen so he can't poke his head through and annoy them, but he can see them for company. We put the females out in the field (regularly from about April time to October) during the daytime, bring them in, and then put the male out in the evening. Once it gets into end of May/June we leave him out all night in the field, and he comes in about 8am, and the females go in. Sometimes we have 2 males, and we put both out into the field together. We do have a 10 ft or so wooden shed in the field as a shelter for them, although it has no doors but is openended.
Try it out and see what works for you. Some males will be better behaved than others.
Beth