I wrote a VB app a while back which manages my images in a database. The images are referenced by file location (not included in the database itself), but also has a configurable amount of fields. The fields hold date, shoot name, selection criteria, etc. Essentially a home grown Digital Asset manager.
However... from what I hear, the new version of Adobe Photoshop, CS, has enhanced it's file browser to include **** data. That should give you a way to tag groups of images and do **** keyword searching.
So, in short, my original files are whatever the camera spits out to me (using continuous numbering) and working copies are suffixed revved. Then, for deployment to the web, I run my seleciotns through a generator that tags as 'published' and makes the subset of images sequentially numbered and prefixed named for viewers convenience of filename sorting. File browser can be made to simulate the filenumbering if you copy or cut your selections to a new folder and run the batch rename over it.
The above methods work, just don't move your files around wihtout knowing the consequences on the DA Manager, else you risk breaking the link (as is in my case). Not sure if Adobe File Browser includes it in the image header itself - I doubt it - it would be too slow. High end products can kep everything in synch using a digital asset library alongside the manager.
A commercial product comes to mind: Extensis Portfolio. Never used it since I wrote what I need, but from the decriptions it'll keep you organized wihtout having to rely on filenames.
Your on the track to a digital workflow. Numerous benefits especially when you achieve a point where you'd like to delegate tasks out and still approve steps like Rights Management, Editing, Capture....