You might get a performance increase by batching up several hundred, if your database supports inserting multiple rows per query (both MySQL and PostgreSQL do). You'll also probably get more performance by batching multiple inserts per transaction (except with transactionless databases, such as MySQL with MyISAM).
My preference is to write bulk data to the database every 1,000 rows, when I have to do it the way you're describing. It seems like a good volume. Not too much re-work if I do have a crash and need to re-generate some data (re-scraping in your case).
But it's a good healthy bite that can reduce overhead.
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