There are no bonfires in new londo, which means that you walk over the large area of this location. You can get there from firelink shrine and run over walkways. The run would be easier with this stuff, yes, but it's more exciting to the audience when he's roll-dodging and fighting with melee weapons.
I have a 3 lightning zwiehander. Once you kill one you have a bit of breathing room for a quick heal and to go after the next king before another spawns. Shortcut to four kings from firelink shrine. If my memory serves me correctly, the majority of the four kings moveset consisted and physical and magical damage. It does ok dmg, but it takes for ever.
I'm trying to kill the four kings but i'm failing at it. Use a set or mix of armour that gives you good physical and magical defence havel's set has both and the bonus of poise, but is extremely heavy. The crest shield is a great shield for this fight. On ng i've lost count on the number of times i died against the four kings. Keep very close to one of the kings if they are using their sword attacks.