This gets asked quite a lot, especially at Meta Stack Exchange (which is the Meta for the entire Stack Exchange network).
Basically, it's your choice, but you can still only choose one.
- Some suggest upvoting all the answers that are useful, and accepting the one you actually use
- Some suggest to upvote those that are helpful but only accept one. Accepting gives +15 reputation to the author, whereas upvoting gives +10 reputation to the author.
- Others suggest that if you can't choose, don't. It is not a requirement that you accept anything.
- Some suggest you accept the answer that is the most comprehensive and easiest to understand.
So, really, it's entirely up to you based on whatever criteria are important to you.