I occasionally come across some pretty good sized databases that are set up with a single data file. We recently have been working with a client to break up their single data file into multiple data files so that we can spread them over several different LUNs and so that they can take advantage of the improved performance of using the files in parallel. The concept is much like setting up tempdb with 1 file (up to 8) per core.
Since most people don’t think about using multiple files for databases until they have grown large enough to be a problem, I think that most don’t realize that breaking up a database can be done at any time, you just need to have enough space for new files. Here is a bit of a demo on how to do this.
Do read Lori’s warning at the end, however, should you decide to do this in production.