I needed to quickly and painlessly rename some files by replacing spaces with underscores (_). Here's a quick and dirty python script that did it for me. I ran it from the python interpreter command-line (I didn't save the script to a file... lazy).

----- begin script-----
import os

for file in os.listdir(os.getcwd()):
     newname = "_".join(file.split())
     os.rename(file, newname)

----- end script------

It's a quick and dirty script so there's no error-handling of *any* sort. But that's trivial to add if you needed it.