I have never heard of a situation where a file requires that it's named in a way where there are two or more consecutive spaces. So, with that being said, I would say the correct manner in which a file should be named is no more then one space dividing each word, or no spaces at all.
Code:
[color:green]Correct:[/color]   file name.ext
[color:red]Incorrect:[/color] file   name.ext