CURSE was written in the "all one file" method, but the *revisions* were done one chapter per file, and as I finished each chapter, I compiled everything into a new document. I really liked revising this way; it kept me focused and tight with the work, plus I could keep a better eye on length and pacing, knowing how long each chapter was.
STARCROSSED was mostly written in all one file, until I got to the last half of the manuscript and started juggling scenes more. This was also the first novel I ever wrote straight through from beginning to end.
LIAR'S MOON is a dozen+ different files at the moment. In fact, my project over the next couple of weeks is to take a good look at what I actually have, and compile everything into one (semi)cohesive document. (Then I'll take those individual files and stick them into a new folder called "scenes and drafts," so they're tucked away safely but not cluttering up my master LIAR'S MOON folder. I'll also highlight the text in orange to know that it's gone into the master document.) I'm getting ready to start revisions for STARCROSSED, and I want to be able to come back to a LIAR'S MOON that's organized and is easy to find my place in again (since I *know* I won't remember what I was thinking!
Regardless of which method I'm using, I tend to start new files for scenes if I don't really know where in the book they belong. So at the moment, LM has one file that contains several different scenes featuring the character of Koya, even though one of the scenes happens at the beginning of the book, one's near the end, and the other two I have no clue. I think I stole this method from Melissa Marr, who once said something about writing all the scenes featuring a particular character. Since that made sense for this book, it's working at the moment.
Again, it's all a matter of what works for you is what works for you.