It's not normal development where I am. It's probably more efficient to place all of your CSS in one or two .css files, as if you've got numerous files it adds an extra HTTP request for each one, which can add some overhead to page load times.
I personally prefer to split the CSS over a few files, typography.css, layout.css and theme.css. I can then change the page appearance by editing a single file and know that the rest should work without tweaking. You can also compress them afterwards, of course.