Some mantis are more agressive towards each other but some would rather starve themself to death; However, they will still fight and occasionally eat each other. Following are my thought on species that i have kept before:
Sphodromantis sp., Tenodera sp, european mantis, and Hierodula sp.,- separate after first molt (aggressive)
flower mantis sp (P. Wahlbergii/Ocllata, H. Coranatus, Creobroter sp, B. mendica) - separate after first or second (caution!!) molt.
Parasphendale sp, Stagmomantis sp., Popa sp - separate after second molt
Deroplatys sp. - separate when nymphs but live together quite well after L4 (this is true for my D. lobata - surprise!).
Empusidae, G. Gongyloides, Thesprotia and Brunneria - live together quite well if plenty of space are given.
this is based on the assumption that plenty of food were given. If you have the time and space, i would still recommend separate any species two days after they hatched as the weak nymphs will die before that and you have less work separate them. Well i am getting out of the topic so i will end here ;-)