Batch Printing

I'm using PDF templates to merge data from a database and generate documents to be printed.

So, say that I have 8.000 customers on my database and I need to print 8.000 invoices for them.

I wonder to do it like this : I design the invoice PDF template and then, read my database and for each row, I stuff data and generate the PDF invoice.

Now the question :

Is it better to generate a huge PDF with 8.000 pages and send it to print at the end or to generate 8.000 PDFs and send them to print one by one, that is, page per page ?

On the first case, of a huge PDF, I'm afraid that the print method can get too slow.

On the other hand, if I generate 8.000 separated print jobs, dont know how Windows Spooler will cope with it.

How do you PDF Professionals out there use to do it ?

What's the best approach ? Is there another one ?

It seems that if I have a Post Script capable printer, what very likely I do, then I could send the PDF right to the printer.

Is it so ?

If I have the whole PDF file as a string, can I simply send this string to the printer or do I need some sort of conversion upon it ?