It depends on how large they are, it used to be that I would put all LISP routines into a few files, but the problem is that when loaded this can become a drain on memory. So I divided them out and used an autoload routine so they only load when someone uses the command.
Now mind you I made this change many years ago when computers were much more limited on RAM than they are now, but I find it still is a good practice and keep the same technique going. It also makes editing LISP routines much easier down the road.