I recently went into trouble because many engines limit themselves to 100 screenshots. Would be great if you could add at least one zero to the filename.
The engine I use (not public sadly) let's the user specify the demo name from variables. By default it uses the bsp filename, player name and datetime (might be my settings actually, I dont remember if I ever changed them). game/mod name might be a nice addition too. Anything that helps not to be in the "nameless" quake001.avi, quake042.avi and quake123.avi hell.