Equiripple Filter-Design
There is no real rule, but you would usually choose around $10N$ frequency points, where $N$ is the desired filter order. Distribute the points equidistantly over pass band(s) and stop band(s). This does not mean that they are equidistant in the interval $[0,\pi]$ because usually there is at least one "don't care" region where no desired response is specified (such as in the transition band between pass band and stop band).