Nadya,
To counterpoint everything else said so far. I prefer individual UDF.prg files over monolithic procedure files. This way your app will always only include the functionality it uses and you never have to worry about keeping up with SET PROCEDURE statements. If the folder(s) where the UDFs are stored is in the path VFP easily finds them.
>Yesterday I was totally lost in all different kind of programs, I created or found here and put in our CommonWg\Progs directory. So, I'm thinking, may be it's better to put some of them (which are used most) in our wgUtility.prg
>
>What is better in general: one big procedure or lots of small ones? Which approach do you use? Sorry, if this was asked before (may be even I asked it)...