As a rule, you do not want to work with Bezier curves of a higher order than cubic ones. Evaluation and rendering slows down as the order increases. Cubic curves are also supported by most display libraries, higher orders that you will need to do yourself.
If you are trying to approximate data using Bezier curves, there are a number of approximation algorithms that reduce densely packed data to Bezier curves. If you are looking for a way to draw curves with many points, B-spline curves can be a useful solution. They are easily converted to Bezier curve segments for rendering. See this article for a basic introduction to B-spline curves.
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