John,
You can't #INCLUDE executable code. include files are really only for #DEFINEs.
For classes that must be done in .prgs I still think you'd want to work with a smaller atomic unit of one class definition per prg file. You don't want to go back to 2.x style of using monolithic procedure files.
>I like how VCX files are organized. It's easier to pick a class and work with just that class. However, I also like the idea of everything being spelled out in text - like a class module in Visual Basic. But, of course, each class in Visual Basic is a separate file so you only ever have to work with the code for a single class at a time. I can do that in VFP, but would have use some construct like #INCLUDE to make it work.