Hoi Jelle,
I'd say it is from a coding point of view (For you personally!) much more comfortable to build smaller bits and pieces, which you then include in the page as you need them.
I do not know any adviced rules about that that though. I try to keep my pages less then 250 lines. Once they cross that limit I try to create subsections (Such as seperate functions) which I add to a function-library for that page, in include files with the same name as the function.
J. (Also jelle!)