Best approach for multi page web app.

So, I am a bit new with javascript, pretty good with php and mysql. I want to create a multi page web application with the feel of just a single page, just like a desktop application. I did some searches on google, and I am thinking I am just not using the right terminology.

Right now I have the toolbar on the top, with multiple buttons and what not, and when you click on them, the javascript runs through a gambit of switch/case situations. Each page will have different options and user rights, but I foresee this getting out of hand quickly as new pages come online and the switch/case tree will just be a mess.

My question to all you experts out there who program this stuff for a living. How do you do it?

Should I make individual js files and just include them in the header?
Should I use links and load the pages via ajax?
Should I just make one giant js file and do it that way?

I think my biggest problem is getting away from thinking inside the box on typical web development. I just need some good pointers to get me going.

Should I make individual js files and just include them in the header?
It helps to organize code ( good practice for sure ) but doesn’t resolve app complexity.

Should I use links and load the pages via ajax?
You can, it is question of quantity. If you have really a lot of pages ( lets say 500kb or more ) - it has sens. Otherwise it will be a faster and more simple solution to load all them at once, and just show|hide necessary fragments.

Should I just make one giant js file and do it that way?
Not recommended. In production stage you can combine all separate files in global one, but for development - having them as separate modules helps a lot

Check the MVC patterns for client side, for example Backbone
backbonejs.org/
It can be used to organize the flow of the app. Lib can be used as with plain html, as with dhtmlx components ( which are extended pieces of the html )