According to orthodox traditions one should either light an additional candle every evening or light one less candle than on the day before for eight days. The ninth candle is called the shammash and is used for lighting the others.
In the far off days when we still served supper in the dining room we used to do it evening evening according to Beit Shammai.
Nowadays we gather in the middle of Hanucca week and light all the candles at once.