What's screwy about them, do the files get corrupted?
It's probably one of those subjects where you'll get 10 different answers from 10 people. Personally, for the past five years or so I've been using a light-weight utility called Downloader Pro.
I pop my flash card into the card reader and DP creates a new subdirectory on my drive according to a custom template. I have it create the folder "2012-05-20" for example and it'll download/rotate and rename files to "2012-05-20_0231.jpg" etc where 0231 is taken from the original filename. If you have images on the card from multiple dates it'll create multiple folders, if you use multiple cameras it'll recognize those as well and sort / name accordingly. It'll import your camera's HD video as well.
Unfortunately it's not free, but it keeps incoming images nicely organized and at $30 it's not too pricey either if you take a lot of photos. They have a trial version if you're wanting to give it a go.