If you can install extensions on your server, you should take a look at APC (see also).
It is free, by the way ;-) ; but you must be admin of your server to install it ; so it's generally not provided on shared hosting...
It is what is called an "opcode cache".
Basically, when a PHP script is called, two things happen :
- the script is "compiled" into opcodes
- the opcodes are executed
APC keeps the opcodes in RAM ; so the file doesn't have to be re-compiled each time it is called -- and that's a great thing for both CPU-load and performances.
To answer the question a bit more :
- 4,000 lines is not that much, speaking of performances ; Open a couple of files of any big application / Framework, and you'll rapidly get to a couple thousand of lines
- a really important thing to take into account is maintenability : what will be easier to work with for you and your team ?
- loading many small files might imply many system calls, which are slow ; but those would probably be cached by the OS... So probably not that relevant
- If you are doing even 1 database query, this one (including network round-trip between PHP server and DB server) will probably take more time than the parsing of a couple thousand lines ;-)