it's generally good practice to split things into parts. it's typically easier to work with a lot of smaller .cs files rather than one gigantic one, easier to understand, and easier to manage. modularise, mobilise, monetise.
i wouldn't worry too much about loading times; that's a one-time deal and it happens along with everything else that's being loaded. unless it's really significant (which is unlikely unless you're doing more than just executing files), the end user likely won't care or notice the effect of your mod.