Alot of us do that with spring flowering bulbs. In the past, I've had tulips at the bottom, daffs in the middle, and crocuses at the top.

There should be no reason why you can't do it with the lilies, although you might want be aware about how the lilies multiply. Thus dividing might be in order at some point (and with a mixed pot, if the bulbs are close to being similar in size, you might end up mixing them up). I know I have 2 pots of asiatics with tons of babies and I really really really need to get in there and divide them (too lazy...lol).