What is the naming convention for theme region template files? I want a custom template for every theme region, but I'm not sure of the naming convention.
For example, with the following information the .info file, would region--header.tpl.php be a correct template name for the Header region?

regions[header] = 'Header' 
regions[sidebar_first] = 'Sidebar First'
regions[content] = 'Content'
regions[footer] = 'Footer'
Yes, the naming scheme is region--[region].tpl.php where [region] is the region machine name defined in the theme info file. See Drupal 7 Template (Theme Hook) Suggestions for more information. You will need to flush your theme registry cache for the template to take effect.