If you use Closure, you can use the closure compiler. I would recommend several js files that are compiled into a single resource by the compiler. You would specify this single js file in your html, so you would not need to reference all of them.
Then, since you have several JS files, you can organize them logically, which will help you separate the logic from the user interface from communications, etc. In addition, if you write unit tests (JsUnit), it will be easier to write one test file in the js file.
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