Yes, a complex feature cannot all fit inside a site module control. Consider the forums feature for example, the site module control is the only part that plugs into a CMS page, ie http://www.mojoportal.com/forums.aspx is a CMS page. The forums site module control provides only the list of forums and the links all go to supporting pages as you can see in the urls.
Studying how existing mojoPortal features work is the best way to understand how to organize your custom features.
Hope it helps,