I have a Firehose stream that is intended to ingest millions of events from different sources and of different event-types. The stream should deliver all data to one S3 buck
No. You cannot 'partition' based upon event content.
Some options are:
If you are going to use the output with Amazon Athena or Amazon EMR, you could also consider converting it into Parquet format, which has much better performance. This would require post-processing of the data in S3 as a batch rather than converting the data as it arrives in a stream.