I don’t think there’s a single answer to this, it depends on your situation and what you’re looking to do.
One key question I ask myself when deciding each time is…
Will you want to refresh the output on the page for just one query or are you happy for everything to refresh if you do a ‘load’ app connect action?
This will help you decide whether to keep it in a single server connect file or not. Having in one file is very tidy and means only one app connect action to use it but I think you’ll miss out on being able to interact with them individually.
I created a dashboard for one of my projects and had all the stats in a single server connect file but I then wanted to refresh each box when data had changed but I could only load the main file again which refreshed everything so there was lots of unnecessary data processing.
I saw a post somewhere which hinted that being able to select a query from within a server connect file was being considered but I don’t know any more than that.