Create multiple files for each file group for table partitioning? I am partitioning a table by date (month). The server has four drives. The partition scheme is defined as 

CREATE PARTITION SCHEME ByDate AS PARTITION ByDate TO (
    [PRIMARY], [fg2], [fg3], [fg4],
    [PRIMARY], [fg2], [fg3], [fg4],
    [PRIMARY], [fg2], [fg3], [fg4], 
    ......


Which of following option is better?


Create one file for each file group [PRIMARY], [fg2], [fg3], [fg4]. And put each file in different drive.
Create four files for each file group. And save each files in different drive.
One file per filegroup, one file per volume. 
So a partition read/write goes to one volume: which is one reason to partition.

Otherwise, you are simply using all 4 drives all the time. So why bother with partitioning

I personally don't like multiple files per filegroup (except tempdb of course).

I assume "4 drives" means 4 discrete SAN LUNs or RAID arrays...