So the question is – should you use filters? The answer is maybe. If the effect is easier to achieve with a filter, then by all means use a filter. But take two photographs – one with and one without the filter. If you can create the effect in post-production easily, then don’t use a filter. Why? Once you take the photograph it's often difficult to reverse the effect of a filter. But if you have a clean photo, then you have a fresh palette to manipulate the image in Photoshop.
As an example, there are plastic colored filters. These are meant to make your images look like they were photographed with a plastic camera. Some just add or change the color palette of the photograph while others offer less control because the effects are completely random. Although the random nature of these filters can be interesting, it means that you can never really compose a photograph or if you happen to shoot a great photo is it purely by accident.