A question I get asked quite a lot is "how many files / filegroups should my database have?".
As we all know there is only one right answer to all of life's questions and that is: "it depends!".
Lucky for us the guys from the SQLCAT team have taken the time to explain a little how to evaluate how many files you need for specific workloads.
In the first post they talk about OLAP environments and imho this is a must read!