We just came across a bug that makes IE choke when it needs to handle over 30 <style> objects. If you thought of using a single style object and then @import the other files, it won't work either.
You might want to ask why we need over 30 style objects. Well, since each drupal module tends to add it's own CSS (using drupal_add_css) we very quickly got to 22 CSS's being included. From there the road to 30-32 was quite trivial. Guess we'll have to use Drupal's CSS/JS aggragator to solve this.