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Generally, when you have done larger multi-file projects, it's easier to work directly with Python as opposed to using files that get preparsed. Python just has a better infrastructure for doing these sorts of things. There's not a whole lot of difference -- the whole Sage library is written directly in Python/Cython.

Once you have the code in Python, then you can just create a Python package. There's plenty of documentation on this at http://docs.python.org/distutils/introduction.html. This primarily consists of putting your code in a folder and writing a setup.py script. You can also look at purplesage as an example of a package that does this.

If you have a Python package in a directory /path/to/foo (with setup.py file /path/to/foo/setup.py, you can just run sage -spkg /path/to/foo, and it will automatically create an SPKG for you.