Keep your media queries in the same stylesheet and organise the styles carefully.
Forget about max-device-width its seldom useful. Ultimately you are just interested in the width available for your design no matter what the device is. Use max-width or min-width media queries. (Device-width is deprecated anyway.)
Ok thanks tracknut and PaulOB… What of in a situation where your webpage header-section and hero-section are in the same CSS stylesheet… Can each section have separate Media query for different screen sizes??