About Entities and DocBook

To whom it may concern,

I would like to have your opinion on how to structure a DocBook XML file. I
have a large project, made of many topics that are heavily cross-referenced.
(each topic will be a "section").

Is it best to have just one huge XML file or many files "strung" together
with many entities? Keeping in mind that I have hundreds of topic to string
together, is it best to keep them all in separate files? If it makes a
difference, the topics vary from being very short to very long.

Thank you,
René