Welcome stargate!
Which technologies are better for SEO?
It does not really matter what technology you use to create your web pages as long as they produce readable HTML for the search engine crawlers. PHP, ASP, JSP, Coldfusion, doesn't matter.
Are there any technologies which are not good for SEO?
Flash can actually be indexed by some search engine crawlers now (most notably GoogleBot) so it is not all bad. It should be used sparingly though.
Some Javascript can read by search engine crawlers but again use it wisely, Using it for navigation purposes is risky and you can usually achieve the same effects with standard text links and CSS.
Using Java applets is generally a bad idea as search engine crawlers do not have the means to index them yet (not to my knowledge anyhow)
How do file names/URLs affect SEO?
You can place targeted keywords into URLs/filenames also. They increase your keyword count slightly. For example if you offer web design services then it is not a bad idea to call the page listing your services 'web-design-services.html'. Use hyphens though in filenames, not underscores as these are ignored by the search engine crawler.
What is the best way to optimize dynamic pages?
Try to get rid of session IDs in dynamic urls. Also do a search on Google for mod_rewrite. Use mod_rewrite to create more search engine- friendly URLs.
What affect does drop-down/pull down menus have on SEO?
It depends on how you implement them. If you implement them in Javascript, it is risky. Java applets are a no go. The safest way is do implement them using standard CSS. Read this article for more info
http://www.alistapart.com/articles/dropdowns/ Remember though you can practically implement them however you want if you give the search engine crawlers another way to crawl your site i.e. a site map.
Hope this helps you on your way.