If it prices the same, there's no advantage to booking as a multi-city versus one-ways if all on the same airline. Booking as separate one-ways can be better because if you need to change one leg, you only have to worry about paying a fare difference for that portion while it's all on one ticket, the entire ticket must be refared even if you just need to change one leg. The other benefit is you can check leg-by-leg to see if there are fare drops on a given leg and possibly rebook that individual segment (pending fare rules) and get an e-credit back.

As also noted, you can also use Google Flights or Kayak or similar to see what airline offers the cheapest option leg by leg and book a different airline for each portion of the trip.