The title says it all: What would be a better option regarding speed of access, disk spin-up etc? Creating one user share holding separate folders: Blu-ray DVD, MKV, Misc. etc. Or creating user-shares for these?

It really doesn't matter -- the only difference will be in the directory access, which is a very minor part of the access time.  A far more significant difference is whether or not the involved disks are spinning up when you access them -- especially if this is needed to simply check the directories.

 

You can, of course, mostly eliminate "spin-up-to-get-a-directory" by using CacheDirs;  but there's nothing you can do to "predictively spin-up" a disk that you'll need a file from ... short of simply not spinning down the disks.

 

How do I properly setup and configure Cache Dirs. Never touched it.

Details are here:  http://lime-technology.com/wiki/index.php?title=Improving_unRAID_Performance#Keep_directory_entries_cached