well, size limitations aside (a script can manage up to 81 objetcs; and VAL_xx's are there only to communicate with others scripts, so if you use just one script...  ), this is an interesting question, because more scripts = more messages between objects = more overhead.

now, there's the conditional xat propose: the script is not started all the time.

so this question goes for Fernando, when the script is not started, the messages overhead is still there?
I gonna guess yes, because you need to start the script somehow so at least THAT message is readed, but are ALL the messages working and consuming resources? 

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so, so far... I'd bet on one script for everything.

which raises another question,  the size of the full script weights much? even if most of it is not called all the time?

For many reasons, some mentioned by electron_theory above, trying to use individual Script object for individual aspects of your game logic is usually the best approach.

Disabled scripts use less processing power and less messages are exchanged, so, yes, stopping scripts that aren't in use is a good idea, performance wise.

However, in certain cases, depending on what exactly your script does, one single script for the whole game has advantages. Especially if the algorithms are strictly correlated and splitting the code into multiple Script objects would result in a lot of script-script linking (for example to share variables etc).

As always in life, I guess it's a matter of finding the balance, to fit the circumstances