removing all non-alphanumeric characters

Can anyone tell me where I can find a list of all "illegal" non-alphanumerci characters that I am not to use in any of file names. It was brought to my attention that bullets can really mess my system up.

Some of my font folders have TM's (trademark) and some have "_" (underscores). What's the deal with those? Are they allowed? What about asteriks?

I've got lots of questions about this so if anyone can shed some light, I'd appreciate it! Thanks