Most efficient way to store data on drive
I would write all the lines to one file. For 10,000 lines it's probably not worthwhile, but you can pad all the lines to the same length - say 1000 bytes.
Then it's easy to seek to the nth line, just multiply n by the line length
baseline - I have CSV data with 10,000 entries. I save this as 1 csv file and load it all at once. 
alternative - I have CSV data with 10,000 entries. I save this as 10,000 CSV files and load it individually. 
Approximately how much more inefficient is this computationally. I'm not hugely interested in memory concerns. The purpose of the alternative method is because I frequently need to access subsets of the data and don't want to have to read the entire array. 
I'm using python. 
Edit: I can other file formats if needed. 
Edit1: SQLite wins. Amazingly easy and efficient compared to what I was doing before.