Thoughts on adding additional space.

DBA's across the globe use file groups to spread data around. I personally use file groups to split data out by year in a financial database I support. I don't have the file groups on different disk because that is not a current issue for me but absolutely I could move the file groups to cheaper disk or another disk due to space constraints. As for performance issue, most likely you would see a performance gain by spreading the load across more spindles (disks). As long as you are moving the data to the same speed disk then you should be just fine. What I have seen from some shops is that a dba would move data to a backup lun which is much slower disk just because there was free space and then when they do a heavy load of processing data they would see a performance hit.