I find that having each level all as one piece, and the roof separate, works best, as long as the exterior walls are grouped individually, so they can be made invisible at need. This usally results in the most useful mesh for a building. That way, no-one needs to load more of the model than they need for a particular render, and being able to leave the top off & make exterior walls invisible, helps tremendously in blocking, dressing, lighting, & setting up scenes. The detail shown in your render above is really marvelous!