Canon's photo software loses data. Their tool autorotates images and renames files sensibly. But it blows away a bunch of the metadata from the photo! Better to copy via Windows. If their software rotates an image for you, you lose at least the following EXIF tags:
Maximum Lens Aperture, Metering Mode, Sensing Method, File Source, Firmware Version, Image Compression Mode, Flash (fired or not), Subject Distance
I wrote my own tool to read the EXIF data in the image and rename and timestamp files appropriately. What a pain in the neck. EXIF isn't a good standard; I decided exiftags does the best job of reading EXIF files, including Canon's extensions. Converting timezones is a pain.
I was going to autorotate the images but as I note below the software that claims to do this losslessly doesn't.
Maybe I'm obsessive? Well, now I have a Python library.