Concatenate JS files or enqueue each individually for WordPress themes?

When developing WordPress themes do you prefer to concatenate all external JS files you may be using (like modernizr, picturefill, or other sources) into a single JS file to server with your theme, or do you enqueue each script individually so they can be dequeued by other plugins / the user to avoid any issues?

Each individually.

You can use a plugin like W3 Total Cache to automatically concatinate/minifiy all JavaScript in the end product.