I have split my .vimrc into several files and placed them into ~/vimfiles/vimrc.d/
.
Currently I source each file in that directory using exact name:
As mb14 has already said, if you put them in ~/.vim/plugin
they will be sourced automatically. For information, however, if you want to source all of the files in your vimrc.d directory, you could do this (requires a relatively recent Vim):
for f in split(glob('~/vimfiles/vimrc.d/*.vim'), '\n')
exe 'source' f
endfor
You may also be interested in the autoload mechanism, described in :help 41.15: if you're defining a lot of functions, this can make start-up a bit quicker as the functions are only loaded the first time they're used.