I have exactly the same question, I like the idea of using groups inside my dynamic components as they don't clutter me up with lots of little sub-components that only have relevance within the main component.
I have used both groups and components successfully and haven't noticed any discernable difference but I am a newbie.
One day when I have time I have considered making a dynamic component using nested groups and an identical one using nested components and then compare the two for file size, speed etc.
Unfortunately my TODO list is pretty long, I will watch this thread with interest