I’m an advocate of neatly-trimmed filenames — I use InterCapsAsVisualSeparators or underscores_as_physical_separators. You should avoid using the special characters that are often used to represent ?/@#$*\&! profanity, not to be polite, but because some of these characters have special meaning to operating systems.
For example, a period at the start of a filename drives it to the top of a directory list on a Mac, but if that file is uploaded to a Unix server, it becomes invisible. Whee! We’re no longer limited to the old eight-dot-three strictures (eight alphanumeric characters, then a period, followed by the three-letter extension, for you young folks out there), but excessively long filenames are truncated by some systems, which could munge your file linking in an InDesign file. (Where’s that file named “Rhododendrons in the mountains in Spring New Final Image.psd”? Oh, it’s now named “Rhododendrons in the mo~.psd”. No wonder InDesign is confused.)
For the most part, long names and special characters become an issue only when jumping platforms, but I discovered today that Illustrator CS3 and CS4 won’t allow you to place a file with a forward slash (/) in the filename. It allows you to select the file, but when you click to “deposit” it in the Illustrator file, nothing happens: there’s no error message — it just sort of turns up its nose, digitally speaking. (It has no objection to a file with a backslash (\) in the name, however.)
Oddly, InDesign and QuarkXPress don’t care; just Illustrator.
This won’t affect you, however, because you’re conscientious about your file naming, aren’t you? 🙂