I also use this technique to isolate actions that require quite a lot of lines of code to be executed so I keep my controller class code cleaner and easier to read.
Nevertheless, when you do what I said if you only extend your action class to that of CAction you wont be able to reach parent controller’s actions (render, renderPartial) without getting an instance of its controller - $controller=$this->getController()). For simplicity of my code I use the extension XRenderAction class for that purpose.