I've installed a network for the main domain and the sub.domain.com It works, but I do prefer to maintain in separate databases, how do I do this? Thanks
There is a paid-for multidb script by WPMU Dev, it can handle from 16 up to 4096 databases for 100,000+ blogs on the same multisite installation. I currently have it setup with 16 so can't say how messy it will get as you scale up but it depends on your needs.
It works by overwriting some core DB settings in WP, so anything that uses the database with the proper wpdb class won't know the difference - this should be absolutely everything. If you need to tweak your database manually they also provide a tool to find out which database a particular site is stored in.