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?