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Datawarehouse Design Question

Hello Folks Which is a better DW Design. Having a Fact Table with separate table for each Dimesion Table, which is joined to Fact Table with Numeric Keys. (This is what I want as all the articles, examples that I have been through, is based on this Design). But my Business User wants one large table with all Facts and Dimensions in there and then Build the Dimension from that when building the Cube? What are the pros and cons of each design type? We have about 20 Dimensions most of them Varchars ranging from 2 to 8 characters in length. Thanks for relevancy. HTH Satya SKJ
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