That's a great question. In theory, you're right. Fewer .css files will result in fewer http requests and therefore be more optimal (perform faster). However, the increase in performance really depends on the size of your .css files. If you're more of a purist, go for the monolithic .css file. If you're a bit more practical, then keep the ones you work on the most separated so they're easier to manage. If you're the best of both worlds, try working out of separate files during your buildout, then combine/minify your .css when you want to go live.
I hope this helps. If not, please let me know and I'm happy to assist further!