I use filters - sometimes. I am using cokin system and it has bracket where I can stack 3 filters. My lenses are all protected by UV filters, so if I use my Cokin filter system, that means I always stack the filter, UV plus another filter minimum. LOL.
To me having a peace of mind knowing my lense will be free from scratch cos I am quite careless, is best. I rarely get flare, because I dont really shoot straight into light source (you only get flare when you do so). So the UV screw in filter is always there.
The other filters like ND-grad, ND, colour grad, polarizer, starburst, star-4/6/8, orange, gold, soft, etc are just for effect.