I am wanting to hear what others think about this? Currently, I make a mysql database connection inside of a header type file that is then included in the top of every page
Its not recommended to execute multiple small queries where the work can be done using just one query, you can use a single query to get data from multiple tables and ieven multiple databases. see the link below:
http://www.x-developer.com/php-scripts/sql-connecting-multiple-databases-in-a-single-query