When the ingame title is completely different from the box title - use the box one, the ingame one goes into the comments.
When the box has both Western and Eastern titles and the ingame title is Western - the Western one can be used as main title, another one goes into the comments.
Each case should be discussed separately, though.
Tones can be used, but they can't go into the filenames, you will need to convert them somehow.
Russian translations usually keep the original English title, if I remember correctly, so it's usually fine to use it for naming.
Can't really comment about which romanization system is better for Chinese, since I'm not familiar with any I can only suggest something that supports all the dialects, since, as far as I remember, Taiwan uses its own dialect and there are Taiwanese game releases.