In a nutshell, name your files with your most important keywords.

Now, having said that, it must be relevant to the page. Be certain that you name the file, or page as it is, with the keyword that best describes that particular page.

Note the name of this file ... filenames.php. Obviously this is about filenames. I could of named it naming-files.php or something like that as well, as this page is really about naming the file, and not just filenames.