I agree with the other answers that one file is generally better, and I'll add that in my experience, after minification and gzip (you are doing both, right?) no CSS I've ever served has been more than a handful of kilobytes. CSS files can get physically long in terms of # of lines of source, but when you crunch them down they are quite compact (and there's just not as much text there are you may think).
It's one of those things where optimizing CSS by breaking it out across pages can be done, but there are so many bigger things that you can spend your time optimizing that it's really hard to justify the effort there.