Creating the database on different file groups
One of the main benefits of utilizing multiple files and filegroups is that you have great control over file growth. Also, prominently you can control and optimize I/O performance, as putting database files on separate physical disks can lead to faster I/O. 

If you have an I/O expensive query across two tables, putting then on different disks can lead to better performance as there won't be a single physical disk servicing the query. 

Take a look at this resource for more information on the benefits: http://technet.microsoft.com/en-us/library/ms187087(v=sql.105).aspx