Peter,
Once the function is loaded into memory, I don't think there's significant delays. Also once you build the APP/EXE it's all in one file anyway.
The one thing you
DO NOT want to do is put a FUNCTION/PROCEDURE statement in the file if the function is called a lot. For some rather bizarre reason Fox has always had a terrible performance hit because of it, we are talking order of magnitude kind of slowdowns. If the function name is the same as the filename you don't need the proc/func declaration, though it grates on my nerves to not have a "proper" block of code in the file.
>Is there any kind of speed penalty for keeping each UDF in a separate file?
>
>(I may have subconscious fears of this approach becuase of dBase II and III where the access time to a separate file was attrocious! :)