In a multi validator setup, one node should be genesis and the rest of the nodes would be peering from genesis node or each other.

Here, we'll setup a two validator network, i.e. two nodes - one a genesis validator and the other a peer validator
We'll use the default dev_mode consensus and the sawtooth components will run as a service.

Step-by-step setting up the genesis validator:(A fresh ubuntu 16.04 LTS x64 machine)
====================================================================================

# add the sawtooth repo in apt
sudo apt-key adv --keyserver hkp://keyserver.ubuntu.com:80 --recv-keys 8AA7AF1F1091A5FD
sudo add-apt-repository 'deb [arch=amd64] http://repo.sawtooth.me/ubuntu/1.0/stable xenial universe'
sudo apt-get update
sudo apt-get install -y sawtooth

sawtooth keygen # keypair for cli apps like intkey,xo,etc. on this node
sawset genesis
sudo -u sawtooth sawadm genesis config-genesis.batch
sudo sawadm keygen # keypair for validator on this node

Get the validator.toml.example file from: https://github.com/hyperledger/sawtooth-core/blob/1-0/validator/packaging/validator.toml.example
and copy it over to /etc/sawtooth/validator.toml
It should contain following:

bind = [
  "network:tcp://<YOUR_MACHINES_IP>:8800",
  "component:tcp://127.0.0.1:4004"
]
peering = "static"
endpoint = "tcp://<YOUR_MACHINE_IP>:8800"
scheduler = 'serial'
minimum_peer_connectivity = 1
maximum_peer_connectivity = 10
[roles]
network = "trust"

More info here: https://sawtooth.hyperledger.org/docs/core/releases/latest/sysadmin_guide/configuring_sawtooth

Then, in a console start the validator, settings-tp, rest-api, etc.
sudo systemctl start sawtooth-validator
sudo systemctl start sawtooth-settings-tp
sudo systemctl start sawtooth-rest-api
sudo systemctl start sawtooth-intkey-tp-python

We're done here.

Step-by-step setting up the peer validator:(A fresh ubuntu 16.04 LTS x64 machine)
==================================================================================

# add the sawtooth repo in apt
sudo apt-key adv --keyserver hkp://keyserver.ubuntu.com:80 --recv-keys 8AA7AF1F1091A5FD
sudo add-apt-repository 'deb [arch=amd64] http://repo.sawtooth.me/ubuntu/1.0/stable xenial universe'
sudo apt-get update
sudo apt-get install -y sawtooth

sawtooth keygen # keypair for cli apps like intkey,xo,etc. on this node
sudo sawadm keygen # keypair for validator on this node

Get the validator.toml.example file from: https://github.com/hyperledger/sawtooth-core/blob/1-0/validator/packaging/validator.toml.example
and copy it over to /etc/sawtooth/validator.toml
It should contain following:

bind = [
  "network:tcp://<YOUR_MACHINES_IP>:8800",
  "component:tcp://127.0.0.1:4004"
]
peering = "static"
endpoint = "tcp://<YOUR_MACHINE_IP>:8800"
scheduler = 'serial'
peers = ["tcp://<GENESIS_VALIDATORS_IP>:8800"]
minimum_peer_connectivity = 1
maximum_peer_connectivity = 10
[roles]
network = "trust"

More info here: https://sawtooth.hyperledger.org/docs/core/releases/latest/sysadmin_guide/configuring_sawtooth
and here: https://sawtooth.hyperledger.org/docs/core/releases/latest/app_developers_guide.html

Then, in a console start the validator, settings-tp, rest-api, etc.
sudo systemctl start sawtooth-validator
sudo systemctl start sawtooth-settings-tp
sudo systemctl start sawtooth-rest-api
sudo systemctl start sawtooth-intkey-tp-python

You're all set in the peer node.

Create intkey transactions here and the updated blockchain should be available in both validators.