Here is what I do: I keep my stylesheets separate, somewhat along the lines of what others have suggested. However, I have a script that concatenates them together, minifies them, adds the headers, and then gzips them. The resulting file is then used as the stylesheet and if it goes beyond the expiration date, it automatically recompiles. I do this on a sitewide basis for all the common files and then also on a page specific basis for CSS that will only appear on that page. At the most, I will only ever have 2 CSS files called per page and they will be compressed, which minimizes download time and size and the number of page requests, but I will still have the benefit of separating them in whatever way makes sense to me. The same strategy can also be used for JavaScript.
