There are a number of ways to do this, but I think the most legible one is just to say in (e.g.) English, "$a,b,c,d$ are distinct". If that doesn't work, here are some options:
- $a \neq b \land a \neq c \land a \neq d \land b \neq c \land b \neq d \land c \neq d$
- $|\{a,b,c,d\}| = 4$.
- If you have an ordering available (such as when $a,b,c,d$ are numbers), and $a,b,c,d$ are arbitrary, you might say $a < b < c < d$.
Edit: I would point out that if you are being very formal, $a = b = c = d$ also doesn't work. If $a,b$ are elements for which an equality comparison makes sense, then $a = b$ is a proposition -- you cannot apply any further relational symbols to a proposition. The reason we "allow" $a = b = c = d$ is that everyone understands what you mean anyway.