Managing a dimension with +10000 members

Well, it's being a bad experience.

I'm looking for advice about managing a dimension with more than 10000 stored members that will surely increase overtime.

Any tips about application or dimension settings, or about efficient ways to update/create members will be much appreciated.

Are you people used to manage so big dimensions? Should I be afraid or am I exaggerating?

And this leads me to another question: For the time being we upload new member in EPMA via flat file. All new members are created under the same parent (say "New_Members"), then they are manually re-arranged. However sometimes we include by mistake members that already exist in the dimension. When this happens the existing member is converted to a shared member and the primary member appears under "New_Member", hence creating a complete mess.