Ya, Even i do the same.. One component sooo much code in it..why do we do that??? coz.... it is difficult to get handle/reference to the sub components in some other files (like link buttton, textinput, button etc., so, people prefer to write all the logic in the same page.. and comming to events .. you can track down whoz interested in that event by double clicking on event class name (eg: CustomClass.EVENT_NAME) DOUBLE CLICK ON customclass and Reference > project to search for the listeners..
As you might guess, it's so difficult to answer your concerns because it depends on what you're doing. In general, though, Flex developers try to separate the logic from the view so that it would be less than best practice, imho, to put a lot of code in the views. I've become a fan of the presentation model as used in Mate (I know, you folks have your own framework) but still, I think it's preferable to solely bind attributes in views and keep all the logic in managers or presentation managers that model the state of the view. So, bottom line, IMHO mxml files the size of what you're talking about are unusual and crazy difficult to figure out.
There are a few good starting points:
1. Study the singleton design pattern. This enables you to work with single class instances which are great for model and controller objects. They can handle all logic, completely separated from your views.
2. Work with custom components (through actionScript or mxml)
3. Although I'm not a huge fan of it, it's worth reading on Cairngorm, which implements pure mvc.