I am currently making an afghan in one piece on a long circular needle. It is not overly wide, only about 45" so certainly not large enough for a bed or anything like that. I am about 3' into the thing, and have used 6 out of the 11 balls of yarn that I plan to use, so in other words just over half way there. It is getting quite cumbersome to work with. Not so much heavy because I just rest the thing on my lap while I work, but turning it around after each row is a bit of a pain and I'm constantly having to push the stitches up towards the needle tip because the weight of the blanket tends to pull them down onto the cable of the circ.
Having said that, I think when I make my next afghan I will still lean towards making it in one piece because I am such a procrastinator when it comes to seaming things together that I have a feeling I'd end up with all these afghan pieces that would never get put together.
One thing I would do differently next time though, is to use a shorter circ believe it or not. I have 200sts casted on and am using a 60" circ. The advantage to that is that all the stitches fit with room left over to lay the blanket out flat to see how its progressing, but the disadvantage that I find is what I said earlier - the stitches tend to pull down onto the cord because there's so much extra room.