I use a different file for each topic. Each file covers 1-2 hours of teaching, more or less.
All files are in the same per-course folder, and their names start with numbers which define the order of the topics, for instance
3-analytic.tex... If I have to insert an extra topic at the last minute (or in the next year), I can do it by adding decimals like in the example with 2.5. :)
Dates are a bad idea because if you want to re-use the same material the next year you have to change all file names. :) Lecture numbers can also be quite fragile, so I prefer to use topics like this.
I just copy the same preamble over to each file, because I don't change the preamble too frequently. If I had to make more frequent changes to the preamble, probably I'd consider a custom Latex class, but for now it works for me like this so I keep it simple.
I suspect that this works well for me only because I have a good set of tools though: for instance, a file manager that uses natural sort order and an editor that can compile Latex without clobbering the directory with lots of
Another tip is: sometimes you notice weak points and mistakes only after giving a lecture. If there is a chance that you will be giving the same course next year, keep a file called
notes where you note down all the things you'd like to change.