Yes, you should consider it. You should not necessarily do it though.
You will need to investigate the management charges and performance on each scheme, as well as transfer penalties and whether your current scheme actually permits transfers in.
Unfortunately the only way to do this is to dig through the small print for each scheme you are a member of (and probably to look online for most recent charges and performance info). This is not a simple undertaking and many people opt not to bother. However, it is almost certainly the case that the older schemes are invested in funds with higher charges and/or poorer performance, so if you can bring yourself to put in the research it is probably worth it.
The risk of course is that with all your eggs in one basket, if something goes horribly wrong you end up with insufficient pension. On the other hand, if your current scheme has more in it and you have relatively small amounts stagnating in the old schemes, then this is a low risk.
Finally, you might want to consider taking out a personal or stakeholder pension instead and asking your employers if they would consider contributing to that rather than setting up yet another scheme, especially if you move jobs again.