It sort of depends on the pipe and the size of filters that it will take. I have a Brigham which takes a hard maple filter, Savinelli's that take balsa wood filters, then there are ones that will take 9mm filters which come from a variety of sources or 6mm filters.
To expand upon what steyrshrek has already stated, filter life varies dependant on the material. With the wooden filters (Brigham, Sav.), you can get as many as thirty or fourty uses out of them, if you maintain them between smokes. With the paper filters (Dr. Grabow, Medico), I would replace them with each smoke (or, more likely not use them at all - but thats another story). As for the activated charcoal filters, I honestly can't tell you how many uses you can expect - I don't own any pipes that accept the 9mm size.
With that in mind, I prefer to use an absorbant wooden filter if I am going to use one at all. Being Canadian, Brigham rock-maple filters are the most readily available - however most 6mm filter pipes won't accept them readily. To modify the Brigham filter for a standard 6mm filter pipe, simply trim a couple of inches off the end, then tightly wrap foil around the body to bring the outer diameter up to size.
I prefer them to the Savinelli type or paper filters as the Brigham are drilled out, allowing me to swab my bowl mid-smoke with a pipe-cleaner without disassembling anything if the need arises...but, in all honesty, 19 out of 20 smokes are without any filter.
