Guerrilla Filmmaking is a subset of indie films closely related to low-to-no budget films that is characterized by the attitude of “shoot now, ask later”. Show up on location, with a small crew and light gear. Shoot quick and dirty, and if anyone questions you, run away. (NB: I am aware that this is an exaggeration. Hold off on the flame mail.)
I’m not sure this is the best way to make a film, but it certainly is one way. Guerrilla Filmmaking Tips and Tricks has several resources for ultra-low budget films including a couple Top Ten Lists like TopTenTips [sic] for Movie Production and Guerilla Filmmaking. Ask any editor, and they will tell you to pay particular attention to #10.
A similar list is Dan’s TopTenTips [sic] for Short Film Makers which includes some of the same rules. I like this checklist for a short film. I have been guilty of violating at least some of those rules, but if someone had told me this before I started I might have done things differently.