On my part I only use LR for editing photos not for cataloging features. If you look at LR just as a different form of PhotoShop to edit your photos then you have the option to rename files both before or after you edit them. And you can use PM as well for a sort of cataloging. But the new PM Catalog feature will be more advanced on this field.
If you want to use LR as your Catalog as well, then you will need to do everithing you want to do in PM before your import to LR. This is mainly the renaming, captioning, culling, maybe color coding and star ratings too. After you enter your files in the LightRoom (or even Apple's Aperture) universe it considers them its own. But for example filenames doesn't really matter for LR as it can and does use captions and other IPTC fields. So if you write your captions and keywords well in PM before importing to LR, then it won't be necessary to add any names to the filename for your searches as LR finds those names in the caption as well.
