The UNIX sed program is kind of a nightmare to use. Part of that is intrinsic. However, part of the accidental complexity is that it doesn't handle applying a script to multiple files well…
Some time ago, I wrote a script to help with this. My sedit.sh script, available on BartForge, takes a list of files on the command line, and a sed script on standard input. It applies the sed script to each file in turn, being careful to save backup copies of the originals.
It's probably not bulletproof, but I use it all the time. Enjoy.
Updated 2007/12/03: Changed to point at BartForge. (B)