I always use filters, I've always had a B&W UV filter on each lens that I own. My older AI-S lenses have them plus my newer 16-85. I don't like to get those cheap, $10 Hoya filters that they'll sometimes try to sell you with the camera, I'll always try to get a high quality filter that won't degrade the lens quality, something that will match the glass of the lens. UV filters are all that I really use. I have some polarizers and ND filters for occasions, but otherwise I'll just keep a UV filter on the lens for protection. After all, it's better to damage an $80 filter than an $800 lens.
Gear: 7 Nikon Nikkor AI-S and AF-S lenses, SB-700 flash, Nikon D7000, Nikon FM, variety of accessories
"There are no rules for good photographs, there are only good photographs."
- Ansel Adams