It shouldn't matter too much. We do perform log-ins at the Job Level; so having many tasks in the same job will save you some trips out to Active Directory to authenticate. That shouldn't be a very significant savings though unless you have very short (< 1 minute) tasks.
At that point it's really about how you prefer to manage your work; we find it easier to track a single unit of work if it's contained in a job (i.e. if you need all 10 outputs to do the next step in your work, it's easier to track the whole bundle as a single job).-Josh