I like having a lot of content on one page, rather than going backwards and forwards between pages to get to different sections of similar content.
That being said, I feel like there’s definitely a limit to how much you want on one page. For example, my beer reviews page has ~460kB of HTML. 
As a result, it takes a while to load (like, way too long), even on my speedy internet connection, so I’ve had to start thinking about ways to paginate or break up the page into multiple pages. (shoutout to @fLaMEd for helping me work through this!)
I don’t know what that limit is—depends on the type of content and how much of it there is, I suppose—but assuming everything is still loading quickly, I prefer having access to all the related content on one page. The Resources List for the Personal Web page here on Discourse is a good example of this, imo.