I'm not quite sure the best way to save the data since I have so many devices and instantiating a new Class variable like 'File myData;' for each file doesn't seem logical.
If you want to save data from each sensor into a separate file, you have no choice but to have a File variable for each file that you want to be able to have open at any given time.
If you only one to have one file open at a time, because you open the file, write to it, and close the file, you only need one File object, but you'll need different variables to hold the name of the file to open.
If you want to save data from all the sensors in the same file, you only need one File object and one variable to hold the name of the file.
It really isn't clear what you want to do.