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database design question

For performance and future data editing, is it better to store all lookup values in 1 table or each to its own table? I have items like Industry, Sub industry, Sector, Sector type, etc Each of these have between 5 to 50 values. Each can be related like Sector belongs to Sector type. Industry belongs to industry type. Sub industry belongs to industry. Company belongs to sub-industry, etc. Some lookup data is system provided some are user provided (User provided data is huge in excess of millions as those are like product names, brand names etc). If I create separate look up table for each there are tons of these. If I group all into 1 then I lose out on making relationships between them in the database. Any suggestions?