In this paper we discuss the formulation of the fuctuating Navier-Stokes (FNS) equations for multi-species, non-reactive fluids. In particular, we establish a form suitable for numerical solution of the resulting stochastic partial differential equations. An accurate and efficient numerical scheme, based on our previous methods for single species and binary mixtures, is presented and tested at equilibrium as well as for a variety of non-equilibrium problems. These include the study of giant nonequilibrium concentration fluctuations in a ternary mixture in the presence of a diffusion barrier, the triggering of a Rayleigh-Taylor instability by diffusion in a four-species mixture, as well as reverse diffusion in a ternary mixture. Good agreement with theory and experiment demonstrates that the formulation is robust and can serve as a useful tool in the study of thermal fluctuations for multi-species fluids. The extension to include chemical reactions will be treated in a sequel paper.