I also use Sass and Compass. I generally organize the directory roughly like this for projects without a separate designer:

    stylesheets
      - ie.sass
      - master.sass
      patials
        - _base.sass
        - _forms.sass
      utilities
        - _custom_mixins.sass
      vendor
        - _facebox.scss
        

The files with leading underscores are partials which are included in the master.sass. Note that facebox is an scss file. I just dump the CSS in it and include the partial in master.

The nice thing about sass is that it you can change output format, so you can just include all the external CSS files as partials and automatically output a single compressed files with your entire CSS.

When I work with a designer who uses CSS I use a structure like this:

    stylesheets
      - master.sass
      partials
        - _style.scss
      vendor
        - _facebox.sass

In this case, the designer's CSS is dumped in the _style.scss partial, then included in master.sass. Then in master.sass I include my modifications to the designer stylesheets. That way I can leave the designer-provided CSS largely untouched and still have all the flexibility and power of Sass.