Is there a good rule of thumb as to how big (in size) a JS file should be - that if it grows bigger than this it\'s good idea to split it into smaller files?
Develop in as many files as you want. Organize your code to keep development manageable.
Then, when you deploy, ship a minified/combined version of the code using a tool like Google Closure
This is what jQuery does. They ship one file, but the actual source code is much more organized.