Thanks. A little more digging and I found this:
http://www.ncbi.nlm.nih.gov/pmc/articles/PMC2953791/
The migration of modern humans out of Africa is thought to be accompanied by a population bottleneck. The size of the population(s) migrating out of Africa is estimated to be ~600 effective founding females (i.e., census size of ~1800 females) on the basis of mtDNA evidence (62, 120), to be ~1000 effective founding males and females (i.e., census size of ~3000 individuals) based on the analysis of 783 autosomal microsatellites genotyped in the Center d’Etude du Polymorphisme Humain (CEPH) human genome diversity panel (HGDP) (112), and to be ~1500 (i.e., a census size of ~4500 individuals) based on a combined analysis of mtDNA, Y chromosome, and X chromosome nucleotide diversity data (72). These estimates imply that Eurasians must have rapidly expanded to a larger size to account for estimates of a long-term effective population size (Ne) of ~10,000 individuals (census size of ~30,000 individuals) for global populations (172, 243). Indeed, several recent studies indicate a rapid expansion of Eurasian populations within the past ~50,000 years, whereas Africans have maintained a large effective population size (72, 125, 243).
So this 'wave of the first homo sapiens out of Africa' if it is correct seems to indicate a one-time relatively small total number. It however doesn't say whether they moved out en masse, how long a period was involved, incremental structure of move, relations between the members of the groups - families, clans, neigbours - where from, etc.
Is there any reason to believe this number/theory is not accurate? Any place to find out more about these few thousand people?