SQL and Multiple Indexes Consider the following table:

i | a | b | c
--------------
0 | 1 | 2 | 3
1 | 4 | 5 | 6
2 | 7 | 8 | 9
3 | x | y | z


The table, in the end, will have several thousand rows, and even more columns then described here (20+).  I plan on adding indexes to the table, but cannot figure out which indexes to make.  In the end, I'll be doing SELECT statements with different combinations of these, and sometimes only on 1 column.  Is the most efficient way to make the indexes:

(A) Index each column separately, eg. aIndex(a), bIndex(b), cIndex(c), etc..

(B) An Index for each type of select statement, eg. aIndex(a), abIndex(a,b), acIndex(a,c), etc..

(C) Just index them all together into one, eg. tIndex(a,b,c).

Indexes are one of those things I'm still getting a grasp on, so I apologize if this seems like a silly or simplistic question.  What I'm trying to avoid is unnecessary indexes as they will increase disk-space and INSERT times dramatically.
Just having the table definition and a few rough examples is probably not enough information to get you the answer you want. You need to know which queries are going to be the most heavily used. 

For example, you only get 1 clustered index, and that's the most powerful index, so you only have one option for that. 

Are all/most of your queries likely to have a particular column (i?) involved? Do you join to other tables? On a common column? That would lead me to think i should be the first column in the clustered index. The subsequent columns in that index, should be the next most-commonly used columns (taking cardinality into consideration). You can put all the columns in the clustered index if you like, as that's effectively the order the data is stored in. So the order of the columns is NB. 

Then, single column indexes can reference the clustered index, so that helps. But your choice of those non-clustered indexes and the number/order of columns also depends on the expected usage.

Also, is this a data entry or reporting table? Data entry = more indexes make it slower to enter data. Reporting = index the hell out of it, if needed!