I can actually think of a reason to keep your generic procedures in a .PRG.

Since version 3.0, VFP no longer has the FILER command, but I still think it's a handy way to find a reference to a particular function call (or method call, as the case may be). However, FILER will not let you see which class a particular function is in, only which class LIBRARY. Therefore, if I have one class library with several classes, the FILER will not let me see the calls to the function/method, it will certainly not tell me where the original function is, and will certainly not let me view or modify that function on the fly (from the FILER window rather than through the project or Class Browser).

If I put my generic functions in a program, I can find them with the FILER, and edit them right then and there. So what if I have to rebuild my project? It takes a lot less time to do that then to find the class library, exit out of FILER, browse all the classes in that library, look at all the method names, edit the class, and THEN make my modifications.