I have built both. I will go with individual cages whenever possible, now. They are easier to take out of a set up for cleaning or anything else, to maneuver/carry, to reconfigure in a set up, to sell, etc. If you have to do a serious cleaning of a cage and you need to take the cage out, you don't have to find places to put rabbits from multiple cages in during that. I don't think either one was necessarily harder to build, although securing the dividers to the floors with clips is harder than securing the sides. You also need a bigger area to work in when building the connected cages. Overall, I found that the wire saved by building them together wasn't worth it for me, but others may find cages with multiple compartments better for their situations.
Individual cages do require more hardware for hanging up, but that isn't usually a huge cost factor compared to the cost of the cage itself. Connected cages are also heavier and more difficult for one person to carry, depending on the size.
For hanging cages I would go with separate for the reasons given by @MuddyFarms . For a hutch, I am having success with one long hutch with dividers. I put doors in the dividers so I can expand sections for more room or segregate as needed.