Sometimes you don’t get to pick your tools, and they have bugs that make use of spaces problematic. Try calling a post-build script from Visual C++ 6 with an argument that contains a space, for example. Not possible.
A space in a filename is generally a clue that you need to add a level of directory hierarchy. Instead of “My Documents”, use “Documents/Mine”. Instead of “2008 Acme Invoices”, try “Invoices/Acme/2008”. Spaces are semantic separators in English. In directory hierarchies, the equivalent token is the slash/backslash.