Hi Epora75,
Breaking up a large form is good design since it aids in reusability of form "parts", lowers cost of maintenance and allows for multiple people to design the solution.
Like you say, stitching together separate forms does entail some extra configuration work to make sure they talk to one another. Instead of backward and forward buttons you could use links that look like buttons but open new forms based on where they are in the "wizard".
You can also use the web part connectors and have the buttons set values for fields that are connected to another web part and then that web part will get the information and can update an adjacent frame to show the new information.
As far as I know there is no tool to automatically separate a larger form, so there will be manual steps.
Make sure you publish the forms as "content types" and this will allow you to support different libraries and yet updating the form template doesn't require republishing to all of the separate form libraries.
Good luck!