All in one for sure.
There's no comparison. Individual pedals are a major pain because they all require individual batteries or A/C units. Plus the hassle of the extra cables and space.
If you're just using one or two pedals then I guess for cost, you might as well just stick with what you need.
But if you're serious about recording etc.. you need to have access to the full series of effects like , reverb, chorus, compression, eq, noisegate, overdrive etc..

The other advantage is MIDI. You can have your computer automatically change patches at a certain point in a song.