Make sure you put the group together when they're pretty young--all the females should be related or have been raised together, and simply add an unrelated male. Make sure they have enough room, and don't feel overly stressed. Never switch males out, if you leave the group together all the time (otherwise, if you remove the male, don't put him back until the pups are weaned).
If you get pups being eaten, and you don't know who's doing it, it's best to just scrap the entire group and start over with new mice. Putting unrelated females together, or adding any new mice to an already established group, can result in bloodshed and mayhem.
The above is also true of rats--don't add females to an established group, or switch males.