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.