In general, is it best to just use one style sheet?

Regular CSS import rule is pretty bad because it makes request every now and then. That's why you would probably need CSS pre-processor like SASS.

SASS has special import behavior for its own file extension which doesn't make request but just try to combine them in a compile time. It also has caching which further increase the import performance once it has been compiled. This way you can still use one stylesheet and import different part of components. SASS import.

Here's simple abstraction from SASS site

CSS has an import option that lets you split your CSS into smaller, more maintainable portions. 

The only drawback is that each time you use @import in CSS it creates another HTTP request. 

Sass builds on top of the current CSS @import but instead of requiring an HTTP request, 

Sass will take the file that you want to import and combine it with 

the file you're importing into so you can serve a single CSS file to the web browser.

So in a nutshell, regular CSS import rule is evil because of extra request made to server that impacts the performance but SASS tries to resolve that.

This is not from my experience and I'm just relying on piece of information from SASS documentation and other google search results, so be aware.

Avoid regular CSS import behavior as best as possible.