Query efficiency question

Hi,
I use ADO to retrieve data from a database (Oracle) for some ASP webpages. There are up to 5 tables I need data from. I sometimes write one long query that links all of the tables. Other times I'll write 5 small queries and get the data from each table seperately.
Which way is more efficient?

1) Link all of the tables and get the data at once.
2) Write small queries for each table.
3) It doesn't matter.

Thanks,
Al.

Strictly speaking, one query is more efficient especially if you move it in stored procedure, but in real life in many cases it does not matter