Multi-column Indexes. What is best Conan?

Hi
When you have a table with multiple columns and you want indexes on
them you can either
(a) create index table_idx on table using btree ( col1, col2, ..., col7);

or
(b) create index table_col1_idx on table using btree ( col1 );
create index table_col2_idx on table using btree ( col2 );
.
.
.

But what is best?