You should always use consistend naming conventions (no sp_ prefix). Beside of the documented recommendation of Microsoft for possible sp_ naming conflicts for future system procedures there is an other important reason:
If you execute a sp_ prefix stored procedure the SQL Server searches the stored procedure in the sys-namespace of the master database by each exec-call. This may causes some performance issues.
A possible way to use consistend naming conventions could be usp_ or other specific prefixes (for example three characters: get, set, chk).