How much stock can you buy before you start effecting its price?

[Shoe]

Just wondering if there is a general rule out there as to how much stock of a certain company you can buy before your actions start having a noticeable effect on the share price.

Would it be if you are buying/selling a certain percentage of their market share? a certain percentage of their average daily volume? something else?

Most of my trades are still rather small (less than $5k), and for most companies that won't even be a drop in the bucket. But there was a company today (XNL) that I was considering buying where that amount would have been about 3% of their daily volume. I do all my trades as "all or nothing" limit trades, meaning I set the price I'm willing to buy at and unless I can buy all the shares I want to buy at once, the trade won't go through (the other option would be to have multiples trades at 100 shares at a time until it fills my order -- I don't like this way because of the uncertainity it adds to if i'm actually going to fill my order or not -- and for the extra commission I would have to pay if i only had a partial order filled).

Also as a side question, are the all or nothing limit trades usually a good idea? or do you get to the point where you just have to place your order and see how many shares the market lets you get? My orders are still really small but within the next year I plan to be making $10-$20k trades (which I understand is still rather small -- but if i am buying all at once in a smaller company is that enough to make a difference?) - I know if it is a company like Yahoo or Google that it won't even be a drop in a bucket -- but in a company where it would be 10% of the average daily volume would it be hard to make a trade like that go through?

Hope everything I said was clear, if not feel free to ask any questions. Thanks in advance!