Manage plenty of levels

Hi,

I think in a game with multitude of small levels like rooms.
How is the best method to handle them in terms of game design and memory ? One level per room ?
Make some sub levels, eac hsub level containing many rooms in one level you load ; and you teleport player each time he enters a room of that sub level ?

Have a look at streaming levels:

There is a demo level in the Content Examples, too.