Either way I guess, but better separated. If possible leave a gap b/w the words. I just used the underscore as an example though I wouldn't use that myself (I use a mac.) If the words are separate, it'll be easier for p2p apps to catch onto one of the words of the file name in their searches. It would be easier for searches to link onto canyon than GrandCanyon. But that's not to say named that way (joined) wouldn't show up in searches b/c they should. A search may link onto any of the 3 words or even the extension. So I'd personally prefer & recommend separate words. eg- Grand canyon