The best by far is to use one main mapfile with INCLUDE directives to call other mapfiles (all of them being "simple and specific Map Files" btw). This will definitely speed things up. I tested that and the result is quite impressive. This idea comes from here: http://mapserver.org/es/optimization/mapfile.html

"If you have a complex application, consider using multiple simple and specific Map Files in place of one large ‘do everything’ Map File."

Check this very nice post and blog from Simon, he's a very nice guy working with mapserver and related things: http://smercier1.mapgears.com/blog/?p=37. I used these performance tips and they do work. Here you have another [link][1], but Simon basically explained already that in his blog.

Hope this helps,


  [1]: http://blog.cleverelephant.ca/2008/10/mapserverpostgis-performance-tips.html