I'm not aware of any performance gains regarding the database that a procedure is stored in (not there isn't I just don't know of any).
There is no reason to create a seperate database, this would actually be a waste. If you're concerned about orginization of procedures, place your procedures in the database that they logically make sense with...
ie If a procedure is written to update user data after they have had little activity, then this procedure would go in the users database. Likewise, if a procedure is written to update sessions then this procedure would go in the sessions database.
My thoughts anyway