How to organize the features export modules
What we usually do, is create Features based on Content Type, and group everything related in there.

So a Content Type News, would be put in a Feature 'MyProject_News'. Together with everthing that is relevant, like Views related to News, pathauto pattern, specific image styles only in use by News content, etc ..
Usually, we also have another Base or General Feature, containing more generic stuff like text format settings, site settings, .. and also our roles. This Base/General Feature, is a dependency in all other Features.

Others split it up differently, with a Feature containing all the Content Types, another to hold all Image Styles, another one for Contexts, etc .. 

In the end, it's all up to you. You can organize it any way you wish.
However I do choose the first method, as in my opinion, a Feature should be able to operate on it's own, or being disabled, without messing up anything in the site.