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: 
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.
PHP include()'s are processed server side, not by the browser or anywhere else so the difference in performance would be negligible. If it helps you keep your code more organized you should include your DB connection info, there won't be a noticeable speed difference.