Option + 8 works great, Apple used it to place Shut Down at the bottom of the Apple Menu Items in System 7. Unfortunately, in Mac OS X, these bullets actually come BEFORE normal characters, so this becomes a problem if you ever transition between a "classic" Mac OS (Systems up to 9.2.2) and OS X.
A better way to place files at the top of a list alphabetically is to use a return character. They show up invisible. Open up Note Pad, hit return, type your file name, copy the whole thing, then paste onto your file. ZOOP right to the top of the list, and no spaces before the name.