   Seperation of .CPP and .H
  Here's a question I've been running through my mind over and over and the books I find just don't seem to mention much about it.  I've been wondering about splitting up my files if it will make my program run slower, faster, the same; all I know is that it would be much cleaner.  This one book I've read says to have 1 single .h (Engine.h) as the contact point with all other .h's pointing there and the main file pointing to that one.This makes sense to me (let me know if it's bad) but then would I have 2 files (.cpp and .h) for Graphics, Audio, Input, etc...  This would create 8 files with those.  (main.cpp, Engine.h, Graphics.cpp, Graphics.h, Audio.cpp, Audio.h, Input.cpp, Input.h)If there are any resources online I could read that you know of let me know.   
  Check out this article on Orgranizing code files in C and C++;  Splitting up your files shouldn't affect the speed of the program.  When it comes time to compile, the compiler will grab all the code and slap it together into one big file anyway, then run optimizations on it.  So the organization of your files shouldn't matter (other than compile-time speed; if a file hasn't been changed since the last compilation, the compiler will skip re-compiling it - see the link in Mike's response).   