If you are trying to get your head around how to build large scale Silverlight applicaitons, the Patterns and Practices people are in your corner. Their Composite Application Block (e.g. Prism) now supports Silverlight 2! This is especially cool as it will compose an application from multiple assemblies in a single XAP or even drawn down XAP files across the network (either on demand or as needed). Its a very cool technology you should be looking at.
I cover it in the Advanced Silverlight Workshop that we are holding at the end of March so If you don’t want to try to learn it yourself, you could always join me in Atlanta on March 30-31st and let me show you how!