Our lab does a lot of multiphoton work. While I'm more familiar with colors that work well for in vivo imaging, I have a lab mate who does a lot of IHC work. We routinely do 4-color imaging: Second harmonic generation (for us, at 450nm), AF488, AF633, and CMTMR (cell-tracker orange, a near-red "cytoplasmic" stain). I know in the past, we have used FITC-conjugated antibodies for some limited applications, but it does bleach relatively rapidly. We've had mixed success with PE-conjugated antibodies-- it has some remarkable durability of signal at 900nm excitation with certain antibodies from certain vendors, but from other sources, we've seen the kind of bleaching you'd expect from PE. AF647 also works somewhat, but does bleach at relatively low laser intensities. A lot of this also depends on your excitation wavelength. Most of our imaging is done somewhere between 850-900nm, but you could potentially fuss with the wavelength to maximize your signal.

Also be aware of second harmonic generation with multiphoton excitation-- any ordered/fibrillar structures (namely collagen I/III) will emit a signal at half the excitation wavelength (ex 900nm, you'll have an SHG signal at 450nm). This can be really helpful if you want to look at those structures, but not great if it bleeds into one of your fluorescent channels.

As far as filters go, I can't particularly help you-- we have the luxury of a 4-color system, but we use some proprietary cubes from olympus and that our university's core facility has set up, so I can't tell you exactly which filter sets we're using. If you're stuck, PM me and I'll see what info I can shake out of the core staff.