Delta-Wye is most common.

The sytem should be grounded at source only, the generator source will be grounded at the generators. There is no need to ground the primary side of a delta transformer. The secondary side of the transformer will also be grounded, making the secondary side system grounded at its source. Delta-wye also keeps primary and secondary sides of a transfromer electrically truely isolated.

I would only use wye-wye if system somehow has to have it for some reason and there could be some.  Utility co's like wye-wye mostly for cost reasons and not really technical.

I recommend delta on 480V and wye on the 4160V/2300V.  This gives you a neutral point to ground on both systems.  It also prevents ground faults on the 4160V from tripping devices on the 480V and vice-versa.  (This assumes you are generating at 480V.)

If you generate at 4160 V,  use 4160V delta to 480/277 wye.

I recommend Delta/Star also.
A few more reasons that rcwilson could have mentioned.
If you feed a star primary you must either have the generator windings connected in star or use an artificial neutral. The neutral can not be left floating on a Star/Star transformer bank. You must also run neutral conductors of sufficient capacity to withstand ground fault currents.
You may feed a Delta primary with either Star connected or Delta connected generators. No neutral connection is needed for the delta transformers.
Load sharing;
With Star/Star transformers, a fault current or unbalanced current on one phase will be carried on one winding of a star connected generator.
With a Delta/Star transformer bank, Unbalanced or single phase loads will be distributed across all three windings.
That is, a single phase load on "A" phase of the Star secondary will be supplied by all three phases of the generator.
"A" phase of the generator will supply part of the current and "B" an "C" phases will supply part of the current.
"B" and "C" phases on a Delta generator may be considered as an Open Delta connection. The open side of the Open Delta may be regarded as a Virtual single phase winding in parallel with "A" phase.
You have the effect of two single phase windings in parallel, sharing the current.
Ground fault currents on the secondary will be manifest as phase to phase currents on the primary. Primary phase tripping on a secondary ground fault will depend on your coordination settings.
I agree with rcwilson, use a Delta/Star transformer connection.
respectfully

Sorry, my post should have read,
"I agree with both rbulsara and rcwilson."
respectfully

If the generators are paralleled with a utility source, the Delta-Grd Wye connection will feed unbalanced utility loads and ground faults.  This may be a factor to consider.  See http://www.beckwithelectric.com/powerlines/powerlines-37.html#4 for a discussion of transformer connections when interconnected with the utility.

Thanks all for the good information.  I couldn't think of any reason to go Wye Wye.  The system will not be paralleled with the utility.  I'm finding out that they actually want this to be a portable setup on a trailer or two.