Question: I have two optimization question about the function include.

1. Is it better to use a single php file and include it or use several little files and include them? Which one will be faster?
2. For example, I use a PHP file with `mysql_connect` and all the db connection stuff. Then I include it when I need it. But will it be faster to just write the code when I need it and not include anything?

Also if someone has the actual numbers, I will be a nice plus.

Answer: 
1. The differences will be trivial.
2. [Don't repeat yourself.](http://en.wikipedia.org/wiki/Don%27t_repeat_yourself) Do not put connection information in each file over and over again. Including sounds fine in your case.
3. Stop making use of `mysql_*()`. Use [PDO](http://php.net/manual/en/book.pdo.php) or [MySQLi](http://php.net/manual/en/book.mysqli.php) instead.

You're talking about micro-optimalisation, while it's probably better to start thinking about object oriented programming instead.
Pick any decent-sized open source project. Like WordPress, Joomla, Drupal for instance. Now check if they have a single gigantic-everything-goes-in-there file or if they have split it into small, maintainable components.

Answer: favor maintainability first. When you hit a bottleneck, you'll be able to find it and address in a much easier way.