I found this trivial tip on Itay Shakury’s blog and I must admit that I have been asked this question many times too and always have to think twice before I remember how to do it.
So that’s way this is posted here as well [:D]
SharePoint Central Administration’s has a page that allows you to select site collection administrator, you are prompted to specify a site collection administrator, and optionally a secondary administrator.
But there is no reason why you won’t have more than tow administrators for a site collection.
Go to the site collection settings page, and click on Site collection administrators. (or open the following page: http://YourSite/_layouts/mngsiteadmin.aspx)
Now add as many users as you wish, separated with semicolons.