Is it possible to use multiple map files instead of having multiple (0,0,X) dimensions in one map file for organizational ^ purposes? If so how?
Well before i used to teleport a person to a specific teleportation obj that i put on a different map file. But trust me its much better to use different dimesions or different z levels.
is lag a problem?
If you use multiple DMM files, they will just be combined into one map, by stacking them on z-levels in alphabetical order. The final map's dimensions are the maximums of each of the sub maps, so keep in mind that a 10x10 map added into a 100x100 "master" map file will have 9900 unused tiles.

Using turf/object types as "markers" is a great way to make your maps more maintainable. Tags are also an option, but I think I have to be set through the map editor's map instance editor. Forum_Account also recently released a library that makes this even easier: Warps.

As for lag: no, it won't be a problem.