I'm with Man Eating Duck - want to keep the db neat and want to hoard everything too, and exactly for the same reasons.
I'm too lazy to do file renaming; downloaded books have usually quite varied naming rules. If they are all in one folder... I'm afraid it'll be rather difficult to find one single file. Much easier to find it in Calibre (for me).
I for one love custom columns and can't have too much of them, though most of them are invisible or shown only on Book Details panel. And, if in the future I decide to get rid of some, it's much easier to pile all the data into tags than to sort tags into different columns.
As for myself, I add a txt format to the book. There I note all kind of things - original format, conversion process (Calibre, Mobi Reader), typos and bad formatting I found when I read it in mobi, changes I did and changes I want but don't know yet how to do etc. Of course, all my changes so far are pretty simple, common S&R should undo them nicely.
Also, this txt format serves me as a 'Read' tag, as I don't have any plain text books.