Naming, declaring and defining delegates and events conventions

How do you name delegates, events and instance of events?

I use this:

delegate void OnSomethingHandler();
event OnSomethingHandler onSomething;

Is this an accepted way? Notice lower and upper cases

Where do you place delegates and events?

I usually put delegates in an a namespace best reflecting them:

mynamespace.Def.SomethingLike
{

}
mynamespace.Def.SomethingElseLike
{

}

Where do you define events?

I usually place them into the class that uses them.

I notice that a lot of people define delegates and events in the same class. How common is that?