So, in terms of "cases", what do you use for your file names?
-Armando
Depends on the purpose. Most of my filenames aren't that long... I tend to use CamelCase for my source code, for some reason I don't like spaces in my .cpp files. For things like word documents, I have spaces and whatnot. When ripping MP3's, I tend to replace spaces with underscores, I sometimes put them on my http server so I can grab them from somewhere else, and some browsers have a habit of replacing space with %20 when downloading, which looks messy.
Thanks f0dder! I wonder where I got this 255 from... 
-Armando
It's the largest byte-value, and there's probably a few stupid programs out there using this value (yes, some people hardcode these values instead of using MAX_PATH).
So, in your opinion -- apart from portability issues with DOS and legacy FS -- there's not real "danger" to stick to my/your current file-naming habits (using multiple periods, Franch Chars, etc.) ? What issues could you encounter?
-Armando
When sticking to western languages, various national chars should be okay - iirc NTFS always stores as unicode, so there's no clashes file-system wise. Most programs are still written for ansi, but as long as you're dealing with a western OEM charset that fits into "narrow" characters, things should work fine.
I guess there _could_ be problems if you receive some files from one language using some characters that can't be mapped to the codepage you're running, and you're using non-unicode apps... but I've never experienced that myself.
Windows does unicode automatically, even for FAT filesystems (though the implementation is damn hacky). I think gjehle is talking about linux where this is/has been problematic?