I like using class files for everything and only create an instance of the main class on the stage. But some code is in class files associated/linked to movieclips.
Altough there is a strange phenomenon/bug about as 2.0 if you use this way but never mind about that you will find out yourself.

(By the way does anyone share the opinion that it should not be like when you get errors when using packages even if everything is fine, syntax checks give errors.)