<p>i've got a site with a lot of referenced .js-Files; those are rather small files, but I want to keep my methods separated by topic/functionality.</p>

<p>Is it better to keep all the methods in one .js-File or is it no problem to have many (~ 20 - 30) small files all including only some lines?</p>

By all means keep them separate for development, but you should consider bundling them together into one file for production.
There is a nice discussion at
sitepoint.com
For each of these files, an HTTP
  request is sent to the server, and
  then the browser awaits a response
  before requesting the next file.
  Limits (or limitations) of the browser
  generally prevent parallel downloads.
  This means that for each file, you
  wait for the request to reach the
  server, the server to process the
  request, and the reply (including the
  file content itself) to reach you. Put
  end to end, a few of these can make a
  big difference to page load times.