Just wanted to get a few opinions on how best to go about this. I'm currently emperor of Scandinavia as the Swedes. My empire now contains 8 kingdoms; Sweden, Norway, Denmark, Finland, Lithuania, Scotland, Leon, and Galicia. I'm currently king of all 8. I've thought about passing some of them out to loyal dynasty members or vassals but I know all too well they could be friends today rivals tomorrow and I'm nervous about handing over an entire kingdom. At the same time it's becoming a real pain micromanaging all these premadonna dukes that never shut up. What say you guys? Is it worth handing these out or should I keep hoarding crowns? I'm about to add Poland and Castille too.
I strongly suggest learning by experience instead of theorising (note, I'm not trying to be negative, just posting in a hurry because work's calling, so sorry if I sound the wrong way

). Basically, if you think about it, dissect it mentally, wait for answers etc., you end up tired, exhausted intellectually or emotionally or both, the game feels less 'yours' than if you just went on experimenting etc. So just find out! Hover over your vassals' opinion indicators, find out how that is. See how they behave given how much land they have, see what's best for you. This said, the experience of others is extremely worthwhile in that it takes much less to tell than to play.
My experience managing large blobs has only been with dukes so far. Sometimes multidukes but not really kings. I'd always watch their opinions, make sure they didn't have valid reasons to be agitated, made sure not to appoint ambitious people to new fiefs (maybe unless I really could handle it, or maybe as barons).
Generally, remember that handing out kingdoms reduces the tax you get. Basically, every layer in the feudal structure does this, which does mean you live mostly off your demesne and the rest is mostly for levies and prestige farming and so on. Which does mean you can lower the taxes if you don't see much of them anyway (just multiply 0.1 times 0.1 times 0.1 to see how 'much' you get in the end from a baron's tax as an emperor (example numbers)).
What else? Kings may want independence more (but I'm not certain here in general, I do know there are some conditions when this happens), while lesser vassals may want your other kingdoms. If you delegate, keeping several vassals at the top tier happy may be easier than keeping happy a whole throng of them, especially allied to each other. On the other hand, megavassals are more dangerous when they do turn rebel. And they may require much more expensive gifts (on the other hand, personal buffs, like Chancellor's Improved Relations or the award of an honorary title or a kid to tutor or some such apply the same to a count as they do to a king).