Splitting the data across several disks speeds up the phydical operations in the database. However, there are lots of things that affect this:
- Are the disks actually separate physical disks
- Do you have control over the disks to instruct the physical location (for example consider RAID 5)
- What is the plan to split the data, just let SQL Server to split it or control more thoroughly
- Do the disks have a separate controller or is it shared and so on...
If you let the SQL Server to split the data, it'll most likely write to all of the files evenly. Depending on the situation, this may not be what you're after. For more control, have a look at the concept of
in CREATE DATABASE