[Ripplinger]

Using a plugboard correctly set up in Calibre, it will automatically send all books to your device with the changed filename as you want it. Read the 2nd link above that PeterT provided about plugboard techniques. It'll take only a few minutes to set it up and then never have to worry about it again.

For my Kobo and Sony readers, I have books sent as "Title [#] Series Name". For the Kindle which doesn't sort automatically by collections at all, I prefer to use "Series Name [#] Title" for renaming.