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I was wondering if there was any recommended max size for MDF and/or LDF Files for an SQL server instance.

For example, if I want to create a 400 GBytes Database, is there a rule to help me decide how many mdf files I should create ? or should I just go ahead and create a single gigantic 400Gbytes mdf file?

If so is this going to somehow affect the database performances ?

+1  A: 

What you do will depend on your disk system. You need to figure out what type of transactions your application will be performing and configure your disks to be able to handle those transactions. The I/O system is the bottleneck in most systems, so this will definitely affect performance. Isolate sequential I/O's and distribute random I/O's.

Some guidelines from a SQL 2000 tuning book:

Isolate the transaction log on it's own RAID 1 or RAID 10 drive.

Configure enough drives in your RAID array or split database into filegroups on separate disks so you can keep the volumes at fewer than 125 I/Os per second(that number may be outdated).

Configure data file volumes as RAID 5 if the transactions are expected to be mostly read.

Configure data volumes as RAID 10 if more than 10% writes are expected.

Sam