How can I setup OpenSSH per-user authentication methods?

The Match directive (described in man sshd_config) allows to specify different authentication methods for different users in one instance of sshd server. As a bonus to enumerating individual users and groups, it also allows selecting them via wildcards.

Match Group wheel                # for users from group wheel:
PubkeyAuthentication
Match Group !wheel,*             # for other users:
PasswordAuthentication
# caution: don't add directives here - they will be caught by "Match" block
# (end of file /etc/ssh/sshd_config)