C++ class prototyping and definition

I'm building a application and i'll be using a LOT of classes. Usually i declare and define the class in the same source file (.cpp). However, for better documenting the project i'm considering putting the class prototype in header files (.h) and defining the class in the source file.

My question is:

• Is this a good approach ?
• Any problems with this approach ?
• Should i've to take some extra considerations ?

Sorry for my bad english...