A electronic engineer told me yesterday that I should better use different GNDs for different purpose. So he recommended to group the high power consuming parts and use a GND point for this and all digital parts and all analog working items and group them also. I think he said to use the GND pin near AREF for the "less power" parts and the other tow for more power hungry and switching parts.
Strictly speaking, in regards good design, he's right, and you can look at some documents written by the big analog companies, like Analog Devices, Maxim and TI, for further info.
However, unless you design you own pcb, you're stuck with the Arduino boards, which are not the best laid out for analog isolation, and especially that Aref is way over on the "wrong" side of the board. OTOH, as the ADC resolution is only 10-bits, and most of the pins operate at slowish speeds, it's probably not a big issue in the first place. Critical designs will have analog and digital cktry on opposite sides of the pcb, and have separate analog and digital ground planes that don't overlap.
If you want some noise immunity, you can average N = 8 or 16 ADC readings to reduce noise. Noise goes down by about 1/square_root(N), so 16 readings averaged should reduce noise by about 4X.
On another note, it is EXTREMELY important to properly wire up the power distribution to your boards in general. See the section in the first reference on "Star Grounding", and investigate more if not clear. Proper star grounding reduces "ground loop" problems [a 4-letter phenomenon in electronics], noise, and oscillations. As you noted, you want to keep high-current wiring [to motors, servos, steppers, etc] on a separate arm of the star from the power to your logic cktry, like the Arduino board.
IOW, you have a central distribution point where everything is tied together, and you run BOTH separate power AND ground leads out each arm of the star to the relevant modules. You never daisy-chain power or ground directly between the arms of the star.