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This is a bugbear of mine, and I don't care how anyone else does it, these are my rules! No underscores in API Names. Yes - type the name My Field Name in the name field, it will default to My_Field_Name in the API name, then go and REMOVE those underscores! The API Name will be MyFieldName__c. Thankfully there is a fabulous Chrome extension called Boostr that will do this for you - but be careful when changing labels as it will try to change the API Name also.
On a recent Good Day Sir Podcast (I think it was No. 98), John and Jeremy both said they had given up the fight and go with underscores now. NO! I'm still fighting!
Shorten names - eg Number to Num, but change No. to Num in the field name rather than just No in the api name.
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