Use import individually.
It is way lot better for production code to list each and every one of the classes being imported.
While the IDE's do a great job helping you know which classes are being used, it is more readable to know that you're referring to :
java.util.List;
and not
java.awt.List;
and so on.
Additionally it is recommended that you group them by package starting by the core libraries passing by 3rd party and ending with own project libraries:
import java.util.List;
import java.util.ArrayList;
import java.util.Date;
import javax.swing.JFrame;
import javax.swing.JPanel;
import javax.swing.event.TableModelListener;
import org.apache.commons.httpclient.cookie.CookiePolicy;
import org.apache.commons.httpclient.cookie.CookieSpec;
import your.own.packagename.here.SomeClass;
import your.own.packagename.here.OtherClass;
Using wildcard is acceptable for small self project/classes. It is faster, but it is not expected to be maintainable. If any other developer is involved, use the first.