Sometimes yes and sometimes no. I like my clays best (obviously "no.") But I've recently started smoking a MM hardwood pipe which came with a paper filter. Very enjoyable…
I don't generally use filters. I use a Tsuge Kulu Cool, and the Brigham distillators(I do think these restrict the draw...but I bought 4 boxes of them, so I'm going to use them!), and the Jima electrostatic filters, none of which are filters in the traditional sense ~ but they serve a similar purpose.
If I receive filters, I will use them until they are gone, but then I go without the filters from that point. I do not purposefully buy filters, but sometimes receive them with a pipe.
once i found carbon filters it changed my life. I am uber sensitive to bite but not with a filter. I do go without sometimes but I gotta be very careful and what's the fun in that. I also have super senses so i can taste just fine with a filter. I wish I didn't need them but so far I do