I think YouTube videos are the place to look for pros and cons on either.

Personally, I prefer individual pedals, which can become expensive, but I doubt any multi effect can come close to something like a Strymon Big Sky for choice of reverbs or a Sunset for overdrive options.

Also, if an individual pedal breaks, you still have the others to use, but if you rely on a multi-effect pedal and that breaks in a live situation, then you're pretty much stuffed.

I suppose the answer has to be "it depends on what you need or want from effects".