I'm using the MRC1K with a canon and usually use record mode. I've had not problems with this however the only issue I am trying to avoid in future is how to import as one big ffile if possible? Everytime I hit stop/record a new file is created, this is a real hassle to import then drop them all into the timeline.

Is there a way to join all the files that are created into one big file?

Not natively, no. You could render them all into one huge file but I don't know why you'd want to.

Most people complain that there isn't really good reliable scene splitting in HDV so they have the opposite problem when capturing from tape. Shorter scenes are much easier to work with, at least for me. It's not a hassle to import or even transfer them for me, using Premiere. Select them all, then Import using Sony utility, then in Premiere, Import > select them all > open. Once done, select them all and drag to timeline, if that's how you edit.

I prefer to open each in the source monitor, set in and out points, then drag to timeline. But everyone has a different preferred workflow.