You would use record(), which will permit you to continue running. You would set up a recording duration ahead of time.
However, you are going to have a hard time synchronizing the inputs, unless you deliberately include some kind of synchronization signal on the readings.
You are also not going to be able to poll the arduino with readVoltage at more than 100 Hz or so -- a lot of people report success only down to about 40 Hz or so. In order to do better, you need to write code for the arduino that records a number of readings and sends them in batches as close to 1000 bytes long as you can manage. This is due to the fact that the connection is likely serial over USB, and USB polling rate is no more than 1000 transactions per second, with 1000 data bytes available in a serial packet (the other 4 bytes normally available are used by the serial-over-usb protocol to indicate the current status of the various likes such as DTR.)
When you need to synchronize channels, it is often advisable to use an Ni Compaq Daq chassis, especially configuring it to return sample timestamps.