Most important thing, most people are using dull files. One key thing for keeping a file sharp, is to only use on the push stroke (assuming the handle is in your 'back' hand). I see way to many people using files on the push and pull stroke. Pulling back dulls them quick. Get a file card, which is a specialty brush made for cleaning files. Clean them frequently, and well after they are used before you put them away. Don't let them rust, rust will kill them. If you can make a tray or something similar to store them in to keep them from banging into each other. Files are tool steel, so they are really hard, but that makes them brittle, so they can be easily damaged on the little teeth that you can't really see.
Let the file do the work, light pressure. too much pressure and you can damage the file
Files are also like sand paper, they come in different 'cuts' (like grits), and teeth patterns. So if you are looking for a finish, using a course (bastard file) then a medium (2nd) and then a finishing (smooth file).
Good thing is that a dull metal file is usally more than sharp enough for wood.