I don't know if there really is a specific 'best practice' in this case. With the company I am at now, the standard is usp[ProcedureName] (no underscore). I would personally prefer no prefix at all, but if you are coming in new to a company or project and they have pre-existing standards, unless they are using sp_ where there is a technical reason not to use this, it is probably not an issue worth debating as I certainly don't think it is in this case at all an egregious standard.
Generally re naming conventions, if you do have a debate and other team members disagree with you and the consensus standard is different, the best policy is to quickly let it go and accept the consensus; consistency is generally more important than the actual standard itself, as is getting along well with other team members and not developing a reputation for being 'difficult'.