A single .zip file would be simpler and much quicker to download than multiple separate PDFs, but it adds the minor complication of having to decompress the .zip file after downloading. If you go the zip route, ideally you should place the files in a folder and then zip that folder; that way, when it's unzipped the files will already wind up collected in a folder together on the buyer's machine rather than strewn about loose. Macs should have an unzip utility built-in, and some installations of Windows might have one as well, or you can recommend a free unzip utility (I like IZArc personally) for buyers who need one.
Bear in mind Apple iOS devices (iPhone/iPad/iPod Touch) cannot download directly from the Web; they can only download from Apple's own App Store, so those buyers would need to download to their computer and may be able to sync the file(s) to their iOS device from there. I think Android devices can usually download from the Web, and Zip apps are available for that platform.