I have a project where I need to do some things to all files whose names start with "sub" but not "subs". The former are files I receive, the latter are files I produce. When it occurred to me that their common file name root might cause problems, I rewrote my code to name the [...]

You won't always receive data saved in the most efficient format and there is no relief in sight. Bandwidth and hard drive sizes are growing unabated and making this only more likely, not less. It's common, for example, that data sets have string variables with a limited range of values.
Suppose you have a file of [...]

The extended macro function dir will make Stata run whatever files it finds in a given directory. You don't have to enumerate those files. Sometimes that is useful.
Say you start out with a simple idea, like running an OLS regression. And say your dependent variable and some of the regressors are in one file, and [...]