Depends on how you create them, I guess? sorry, your info is far too vague and we don't know what's involved.
The most efficient workflow for most projects is to use After Effects to create Shots or short sequences and edit those shots or short sequences into a movie in a non linear editor such as Premiere Pro.
If a shot has multiple effects it is usually best to put all of those effects into a single composition. That composition may contain several nested comps or you may want to pre-compose some of the layers. It is also sometimes advisable to pre-render your pre-comps or your nested comps. It all depends on what you are trying to do.
The worst workflow is to try to bring an whole movie into After Effects and do all of the editing, effects, and color correction in a single comp.