A Role Group is merely an aid for adminsitrators, it really has nothing to do with your users.  For example, on www.dotnentuke.com we are currently running with 108 different roles for various programs & permissions, etc.  Having groups allows us to organize them so that we don't have to sift through all of them.  We have just a few role groups for Project roles, Admin related roles, etc.

One helpful thing to remember is that the "<Global Roles>" group is the one that defaults on a page settings view.  So it is helpful to keep your most frequently used roles there.

Cheers

Scott Willhite, Co-Founder DNN