Most Javascript frameworks/file conventions that I've seen use all lowercase and dashes (see YUI as an example). There's no autoloading in AngularJS (that I'm aware of), so like you mentioned it's up to you.
The current general convention I'm following when I have an intensively OO project w/ complex data structures is to have a structure like this:
/[webroot]
/js
/app
app.js
controllers.js
directives.js
filters.js
services.js
/document
entity.js
entity-type-2.js
/lib
/angular
[angular lib files]
/angular-ui
[angular-ui lib files]
/[another lib]
If I have to further modularize I'll break up the /app directory into sub-directories rather than files, i.e. a "services" directory rather than a services.js file.