What do you guys think is better to publish game under a company name or individual? How do you think it will affect the final sales? Would one buy a "company title" rather then the one published by an individual?
I don't think buyer's care one way or the other. It is up to you if you want to take the time to set up a company, or just want to publish as yourself. A good application can come from an individual or a company.
If all you want is to use a company name, filing for a fictitious name is pretty easy - at least in the couple of states I've done it in. In Florida, you can do it on the state's web site.
Edit: this should be in the business forum, not games.