Unlike the refrigerator-sized racks of the '80s and '90s, portability is one advantage to using a multi-effect unit. Easy access to presets and quick tone changes are also possible with most multi-effects, many of which are programmable with software or mobile apps.
Using a variety of stompboxes can allow for complete customization of your sound. However, there's no reason you have to choose. Pedals like the Zoom Multistomp and Eventide H9 are small enough to fit on even mini boards, and the Line 6 Helix family offers the HX Stomp and HX Effects, which both integrate perfectly into any pedalboard.