The spread of easy to use photo editing software has rendered filters a thing of the past to most digital photographers. We find this tragic as the effects and benefits of using a filter on the end of your lens far exceeds what can be achieved with digital means. Check below the jump for our take to moving into the world of lens filters.
When we first cut our teeth with SLRs, the only form of photography was practiced with film. Kodachrome and black and white (B&W) film demanded that we practice with filters to achieved the proper color balance. Additionally, many of the neat tricks that can be applied on Photoshop formerly had to be applied by manipulating the light that stuck the film. Once we moved up to a digital SLR, we forgot the importance and neat effects that can be achieved by using lens filters.

Filters are an odd beast that most casual SLR users did not take the time to use even in the days of film. Their tangible benefit is that the effects they can achieve are striking and direct. Since they affect the light that actually hits the photo sensor, they can directly manipulate an image. Instead of just applying algorithms to information, filters can manipulate crucial bits of light that make up a photograph. Digital B&W photos can really benefit from a dedicated B&W filter allowing a digital photo to look more like an old school photo. Older SLRs benefit from color shifting filters if you notice that your camera takes particularly cool or warm photos.
The effects cannot really be understated; just try attaching a circular polarizing filter and let it help you unlock the amazing photographic potential by only letting parallel wavelengths strike to the image sensor. Neutral density (ND) filters are also a boon on modern digital SLRs due to their amazing light sensitivity. ND filters block light allowing the photographer to use a wider aperture to take a photo in particularly bright light, achieving results that post processing just cannot duplicate. Just remember, using a filter is not especially easy and takes practice, but if you enjoy the challenge of photography, we highly suggest adding filters to your camera bag.
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(Top image: Flickr member cooljinny, camera image PhotpediaPhotos, both licensed under Creative Commons)

White Enamel Flatwa...
I use filters exclusively (ND, Graduated ND, Polarizer) on my dSLR. I find the computer processing the least enjoyable part of photography. If you haven't tried it, stick a quality ND on your big aperture prime when shooting in the middle of the day...you'll be amazed at how much easier your life just got.
Neutral density and polarizer filters are about the only ones you want in front of the camera these days. Its easy to soften an image when it starts off sharp, but not so easy to go the other way. I don't care for too much post processing of digital images, myself, but if you start off with a quality shot in camera, the rest is artwork, not photography.
We mainly use a polarizer, but I'll have to try adding an ND filter to our bag.
I would recommend filters just to protect your lens. I don't believe in abusing 'digital darkrooming', however, so I try to get my shots just right.
One neat feature is as protection for the lens, if you (god forbid) drop your camera or something hits it, like a branch or a flying stone from a road, it's much less expensive and hassle to just change the filter than the whole lens.