loading models

The main theory is that you load all files up when are ready to use them, as loading from disk is a relatively slow process compared to being in RAM. You can load more data during a level change.
The other option is to stream in your data which will most likely require you to write a good data managment system. The choice is yours, but for simplicity i would load data at the begining/level change stages. This is becuase writing a data streaming system can be relatively complex compared to just simple loading.

Ant