I think the only thing MCP means is Microchip (TM).
So can you have all of the devices that use SPI have common SDO, CLK, SDI, etc and then each SPI module have discrete chip select lines?
Yes I believe so. It's important that each of the slaves put their respective data out pin (ie. MISO or SDO) in high impedence mode when their select line goes inactive. The DAC in question (MCP4911)doesn't even have a data output pin so there's nothing to worry about there. What's the other chip you're using?

/Henrik.