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I have seen quite a few projects (often game engines) where all the header includes are placed in a single header file which sometimes contains macros etc as well e.g.
// Master.h
#include "header1.h"
#include "header2.h"
#include "header3.h"
.
.
#include "headerN.h"
Then when using code, the standard would be to only include Master.h file.
Other projects work on the basis that the source files should include only the headers they need.
What I want to know is if there is a definitive answer as to best practice, preferably with measurable results, or is it personal preference?