Here is an example of me utilizing path finding. The red grid represents the grid utilized by my A* library to locate a distance. This picture is only an example, currently it is all calculated on the 1x1 pixel level (pretty darn laggy).

I want to make it so that the farther I click, the less accurate it will be (split the map into larger grid pieces). Edit: as mentioned by Eric, this is not a required game mechanic. I am perfectly fine with any method that allows me to make this accurate while still fast. This isn't the really the topic of this question though. The problem I have is, my current library uses a two dimensional grid of integers. The higher the number in a cell, the more resistance for that grid tile. Currently I'm setting all unwalkable spots to Integer Max.

Here is an example of what I want:

I'm just not sure how I should set up the arrays of integers of the grid. Every time an element is added/removed to/from the game, it's collision details are updated in the table.

Here is a picture of what the map looks like on my collision layer:

I probably shouldn't be creating new arrays every time I have to do a path find because my game needs to support tons of PF at the same time.

Should I have multiple arrays that are all updated when the dynamic elements are updated (a building is built/a building is destroyed).

The problem I see with this is that it will probably make the creation and destruction of buildings a little more laggy than I would want because it would be setting the collision grid for each built in accuracy level. I would also have to add more/remove some arrays if I ever in the future changed the map size.

Should I generate the new array based on an accuracy value every time I need to PF?

The problem I see with this is that it will probably make any form of PF just as laggy because it will have to search through a MapWidth x MapHeight number of cells to shrink it all down.

Or is there a better way? I'm certainly not the best at optimizing really anything. I've just started dealing with XNA so I'm not used to having optimization code really doing much of an affect until now... :(

If you need code examples, please ask. I'll add it as an edit.

EDIT:

While this doesn't directly relate to the question, I figure the more information I provide, the better. To keep your units from moving as accurately to the players desired position, I've decided that once the unit PFs over to the less accurate grid piece, it will then PF on a more accurate level to the exact position requested.