I regularly use the 10,000 per page value to try and get the information I need as quickly as possible. I believe this is better all the way around. If you do multiple requests for a lesser amount then, you add the overhead of network requests across the internet as well multiple database queries for the StreamSend servers. (They do at least one query each request.)
One catch is that if you setup your script to get 1,000 records at a time and just repeat until there are no more records, you will always get all of the records. I've made the mistake of just asking for 10,000 and not setting up a loop. So as soon as there are more than 10,000 records my code needed to be updated. My general practice now is to do the 10,000 in a loop so I know it gets everything in a minimum of 2 requests. :)