I was just attending a session at Oracle on Database Replay AKA RAT. one of the first items discussed was segmenting your test. The presenter mentioned that you should limit what you are recording during your test, so that you won't have to replay everything later. Basically segment your recording up-front. I beg to differ and here's why.
Did you know you can record a replay ? Yes, create a different directory and while you are replaying your test you can record a new test. Awesome huh ?
My strategy is to record everything on Production for as long as I have disk for. Take the test and replay somewhere else, and segment it there.. Record shorter periods of times, or for only specific users.. etc. etc. My reasoning is you have only one chance to record production so get as much as possible. Segment later .. This also ensures you don't segment out something you might want later.