I took a snapshot of the jquery.js file and jquery-ui files that I use and dumped them into a giant .js file with all of the other .js files that I use for my site.
When I do just this with no minfication/packing, the files stop working and I get "recursion too deep" errors on the file when I try to load it on my site instead of the usual .js files. All of the errors came from jquery and jquery-ui. Using a simple numbering scheme I made sure that the jquery.js/jquery-ui files were the first listed in the file and in the correct order (the same as includes as individual files.)
Two questions: 1) Doesn't the include tags for JavaScript have the same effect as dumping all of the files into one giant file? Is there extra isolation/insulation that JavaScript files get from being in their own script tags or in different files?
2) My goal is to make my site faster by having one huge .js file with all JavaScript I ever use in my site (which is heavy in JQuery) and minify that file. Why is this misguided? What is a better way to do it?
NOTE: Google's CDN version of the JQuery files don't work for me, all of the JQuery plugins/themes I use don't work with Google's versions (anyway who says that they can successfully use Google's CDN is lying.)
UPDATE: Thanks for the good advice in the answers, all of it helped me learn more about deploying JavaScript files on a production server. I am actually always using the latest SVN branch of the JQuery UI plugins and there were errors in the UI plugins that prevented them from being merged together with my files. I got the latest Theme Rolled plugins that are already minified in one file and that worked around the problem.