Define "database"--it's a real fuzzy term when you talk about Filemaker databases.
Do you mean one file with many tables vs. mutiple files?
If so, there's no simple answer to that question. There are trade offs with either approach and the specific requirements of a given project can tilt the analysis in favor of one approach or the other.
There's also what is called the Convert to Seperation Model which is something of a compromise between the two.
Creating and maintaining a single database with multiple tables is much easier in some areas than multiple databases.
Changes to Field names, Layout names, Table names in a single, multi-table database are propagated throughout the database.
There are two sides to every coin.