If your house is well insulated it doesn't make much difference as the cooling needed for when you are in the room (assuming you use all rooms every day) is most of the cooling needed for the entire day. Thus you may as well temperature control everything at once and call it good. The loss of energy is more than worth it considering the comfort.
If you have poor insulation the above doesn't apply.
In extreem climates there is another consideration:you need to keep the entire building warm enough to keep the pipes from freezing. Here you keep everything warm because if the heater fails in one room there is a risk you won't enter that room until it is too late and you have done major damage. By having one central unit it is much more likely someone will notice before there is a problem. Extreme climates also tend to have better insulation which makes the central system more convenient.