In my opinion the best way to get the clearest signal is to individual pedals, it gives you the option to have all true-bypass. Individual pedals are also better soundwise a single pedal say an overdrive for instance is made just to overdrive, an individual pedal is the master of its tone while a multi-effects is the jack of all trades master of none.
I know some players that love there multi-effects but they also buy individual pedals for certain tones because its clearer. Really it is all just a matter of opinion.