Creating indexes

I have a PHP 5 app using pgsql 8.2 and a HTML table of clients now grown
to almost 10,000 loading 25 per page. There is a filter feature atop all
seven columns in the table listing (all varchar except one date column).
Also, sorting can be done by clicking any column header. Some complain
of speed during filtering or clearing the filter. I want to create some
indexes to see if this will help as I'm sure it will since there are
none currently.

Now my question, would it be better to create one index with all columns
in the table -or- a separate index for each column field? I was assuming
the latter, but would the index with all columns be beneficial as well?

Thanks in advance!

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Robert