[KevWind]

Yes what Mike said AND

Backing up I am a little confused from your description. Can you post a screen shot of your mixer view for that project ?

Yes Master fader should be at (0). You do not mention the track faders? and for recording I have all my individual track faders set to (0) as well.
Personally I like to have both a master Bus track (Aux track) or "2 Bus", as it is sometimes called, and a Master Fader track. The reason is in Pro Tools the inserts on an Aux/Bus track affect the audio before the output fader, and on the Master Fader the insert affect is after the fader.

Also as Mike suggested (if you are not already doing it) and what I learned at Berklee was for multi instrument projects put an EQ on each audio and midi track, and a Compressor on each track or at least on each instrument Bus track (which I always use )