I have the class definition and I create object of this class in one PHP file. Next i'll do few ajax requests to that file to get some data, that object returns. What is better for performance, have one PHP file to request data from it or have one file for class definition and one for creating object and returning data?
Performance wise, it won't make any noticeable difference. Worry about implementing good design principles. Don't get bogged down with micro optimizations.
Wayne is right about getting caught up in the small details, concentrate on putting the functionality where it belongs. It sounds like they go together - which all in all would help performance, but nothing to get crazy about.