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If you have a large number of the Illustrator graphic styles sets and lots and lots of AI style documents, you might like to create one super library of all the graphic styles / effects. Not particularly recommended as that will probably make quite a hit on the addons of AI but if you have a lot of memory and a super powerful machine you can always create that AI document.
Open a completely new AI Illustrator document
open each of the styles libraries in turn via the styles panel (right side menu)
select all the live effects required (many are made up of fill / stroke / scribble combinations) and these will be added to the current open file.
I would suggest that you go through the brushes and swatches and symbols panels and actions and delete all those just to result in the smallest 'large graphic styles' file.
On finishing all the file sets, you can then save that file as a massive AI document of all the effects.
I am not sure it is a great idea but I have been asked a number of times for this.
Some super interesting graphic styles for your projects. $7.79 (also GBP, etc) each / Secure / Download Royalty free / AI format
150 Gradient graphic styles for Illustrator in Illustrator format (V2) Gradient graphic styles for Illustrator
Perhaps not so much the saving of the file (and it might corrupt) but I would imagine it will be fairly slow on opening - certainly slower than going to the individual files. I have always found that the styles panel seems to be the one that really kills Illustrator as the tool seems to build all the thumbnails on startup and if there are really complex styles then the startup can be quite slow. Even the default styles panel can be fairly slow at times on my machine.
Another option to loading all the graphic styles in one go, and probably better, is to place all the styles AI documents in the presets folder and then access the preset library (one of them) and at the bottom, you will see an arrow back and forward, you can click that to go from one AI document to another file and another set of effects. You can also use the search option though as the names as not particular descriptive so this might be of less use
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Updated: August 2017