What type of switch will allow two lights to operate individually or all at once?
If you want a single control to do this, look at multi-position rotary or slide switches. It's fairly common to have a switch that connects a common to two outputs (let's call them A and B) and gives you the choices  off, A only, A and B, or B only. Variants which drop one of those options are also readily available.

Switches of this sort are often seen in multi-bulb table lamps that offer several settings. They used to be common in stereo components to select which of two sets of speakers will be powered. They're also used in slightly modified form as the pull-chain switches that control ceiling fans. 

A good electronics supply house should have several alternatives which meet your needs, differing in size, in how they're mounted, in the kind of knob they have (or the shaft to which you can attach a standard knob), how much voltage and current they can tolerate, and so on. You may still be able to find suitable switches at Radio Shlock, though they've phased out most of their hobbyist-friendly parts department.