OS X
How to hide a file from Finder
There are two methods, the obvious one being prepending a "." to the file's name. Unfortunately this also hides the from the shell, and distorts the name. The more interesting way is to use the /Developer/Tools/SetFile command installed with Apple's Developer Tools to set the file's "invisible bit":

/Developer/Tools/SetFile -a V <file>

To make an invisible file visible again, replace the uppercase V with a lowercase v:

/Developer/Tools/SetFile -a v <file>