Yes, all of the p orbitals in the same level have the same energy. It is just a convention to label them x, y, and z, and fill them in the order x, y, and z. The choice of axes is totally arbitrary.
On the other hand, it is a convention and conventions are usually there for a reason. It makes it easier to recognize familiar conformations at first glance. Although there may be a good reason for showing electrons in px and pz, especially if you are trying to make specific points dealing with the geometry of the binding, to do it at random just to be different only reduces the precision of your communication. And science is all about precision.