Each of those are extra HTTP requests, and each unique request takes a relatively long time.
The fewer requests to the server that the browser has to make, the faster the page will load.
There is an inherent overhead in each HTTP request. It takes substantially less time to serve one 60K file than it does three 20K files and a lot less than it does six 10K files.
Combine and minimize files
To keep the modularity that comes with splitting these files out by section (or business unit), keep them split in your development process, and combine them in your build process. A first Ant task will combine them and a second task will generate their minimized versions.
This technique has been successfully used in libraries such as jQuery, MooTools, Dojo, ExtJS, YUI, etc, allowing developers to better organize their code.
Last week I changed my hosting provider from Site5 to NearlyFreeSpeech.NET.
NFSN is a lot more cheaper (I only pay for what I really use).
So in order to speed up my site and save bandwidth (the more I use the more I pay) I use .htaccess file to gzip my text based files and optimize cache HTTP headers.
Although this site is powered by Wordpress which has some really great plugins to optimize PHP output I wanted a more generic solution which can be applied to all PHP web applications.