This is a subject, that is close to my heart and I'm somewhat passionate about. Firstly I dislike this random "filters are not for real pipe smokers" thing. They have advantages and disadvantages, which are according to the type of filters they are and the pipe and baccy smoked.
IMHO savinelli balsa filters 9mm are the best. These absorb a lot of mositure whilst still maintaining much of the flavours. Paper and paper/charcoal filters take out more of the nicotine/taste and you often have to draw hard on the pipe. This can be good if you want less nicotine and/or your pipe has a large opening into the bowl.
I find the great advantage of filters is that they can vastly IMPROVE the taste of SOME baccy's. For example, I like Peterson's Deluxe Mix, but it can have a soapy taste, as many sweet aro's do. I find a Balsa filter takes away most of this soapy taste and leaves me with a very nice sweet vanilla based smoke. Likewise they can often take the sting and bitterness out of many hot smoking young VA's.
Filters can also reduce the gunk, so cleaning is not such a messy job and can be discarded and replaced with an adapter instead.
One thing often said by some 'pipe snobs" (we all know one), is that as you do not inhale there is no health advantage with filters. I say 'if you smoke, some small amount of smoke will be inhaled', also one of the common health disadvantages of pipe smoking is mouth/throat cancers, research does suggest filters 'MAY' help reduced these risks.
Some suggest that you can use a filter 2-3 times, yes you can, but I would recommend changing after every smoke.
Some suggest top pipe makers do not make filter pipes, NOT TRUE, many leading names do (including Dunhill).
There are many disadvantages to filters, like; you separate stem from pipe after every smoke to remove the filter, it just takes out too much taste, it is extra cost, it is extra hassle, you can't stick a pipe cleaner all the way down to mop up the wet.
To conclude, these days we find it hard to believe that people used to smoke non-filter cigarettes, today in Germany it is very difficult to buy non-filter pipes and they make some bloody fine pipes (Design Berlin). Lets keep an open mind to this subject as with any subject. For me I like Balsa 9mm with my stingy VA's and my wet soapy aro's, but you know pipe smoking, that could change but change is good and always unstoppable.
http://www.cupojoes.com/images/savinelli/s_balsa9.jpg