If you were only going to buy a couple of files, what size would you buy?
I have a larger flat file in a #0 that I start with, to cut away any sharp edges. Then I move up to finer files to smooth the piece out. I find that I use my #2 (medium) and #4 (very fine) the most. They are sized by number; the higher the number of the file, the finer the cut it will make. Therefore, #0 files are large-tooth files that will rapidly smooth your metal in the least amount of time. If you can only buy one file, buy a #2 file. This size is a good all-purpose file. For finer work, move up to smaller-tooth #4 and #6 files.
Don't go back and forth when filing. You will only shorten the life of your file by going against the grain. File only in a forward direction and remember to always to use Bur life on your files. I use the stick
Bur life. It not only makes your files perform better, it also makes them last longer. As you can see from the picture, my files are well used!
You can find a good selection of files and Bur Life at Rio Grande and Rings and Things.