Rather than physical size alone, it also depends on the amount of current you are drawing and the accuracy levels you are trying to acheive..(a 1A chip has many more issues than a 1mA chip and a 16 bit resolution has many more issues than a 8 bit one).
As was previously mentioned, you can have several gnd domains on the chip that are not connected (analog gnd , digital gnd) and you can connect them in the package or keep them separate all the way to the board.
David Reynolds