As Luke indicated, what you do will depend on the size of the datasets you're working with. If they're fairly small, here's my two bits.
Having had trouble loading sets of parameters into an Oracle query for a SSRS report before, I found that the easiest solution in some cases is to load the whole ("Select All") dataset into the report, then filter the display at the presentation level, i.e. in the report controls. For example, for a multi-value parameter, I could go to main table control's Properties > Filter tab, and then set the IN operator on the column to filter, using the parameter.
Once again, this is just an "easy" solution, letting me work around parameter issues in Oracle SQL, and it's only useful for relatively small datasets. For anything bigger, or where it'll make several seconds' difference to the end user, use a different solution.