This may be a dumb question but I have always wondered is it better to pay all debt of at once (for those that can) or pay it off monthly to help build credit?

Not a dumb question.

Since you tagged "Credit cards", do you mean credit card debts? Those are rather expensive (high interest rates) and I rather have them cleared immediately (via auto bill payment) once the statement comes.

Clearing them promptly also builds score. ​​​

Pay all at once if you can, reduce the interest