WHERE clause OR vs IN

Hi,

I know this is not exactly admin related, but ... it is simple enough to be even fun

From a performance point of view, is it better to use OR as in
SELECT expr FROM expr WHERE col=this OR col=that OR col=theOther
Or to use a range of values as in
SELECT expr FROM expr WHERE col in ( val1, val2, ...., valn)

I think the IN range yields a better query plan .... what do you think ?
Thanks
Medi