Hi,
From a code management point of view - as Peter says it's very common practice to split your CSS into different files as they are then much easier to manage and maintain. You can use a tool like Yahoo's YUI compressor to minify - as Bradley says - and aggregate (merge) these files.
From a web performance point of view, less files does not always mean better performance. Web browsers used to only download up to 2 files per domain, but now it's pretty standard for them to support 6 or more. See a browser breakdown for Max Connections and Connections per hostname here: http://www.browserscope.org/?category=network&v=top. I wouldn't recommend trying to split across 6 files, but you might find that if you have one massive CSS file it will download quicker when split up.
There is another disadvantage to having a single, CSS file in that you're not making the most of web browser caching. Every time you change any CSS, all users will have to download the entire file again. Again this may not be a problem for you, but something to bear in mind.
My advice would be to point Google Pagespeed at your website's key pages and act on as much as the feedback as possible: https://developers.google.com/speed/pagespeed/. It is a fantastic resource and presents its findings very clearly.
George
@methodicalweb
