I need a paper filter in a cob on those rare occasions when I use a cob to test a questionable blend.
The draw feels tighter, and the filter blocks some ash.
The rock maple filter tubes in Brigham pipes are really nifty, and they pass a pipe cleaner. Highly recommended.
They can be rinsed with water or bleached-out with alcohol occasionally, and they last a long time.
My Savinelli's smoke fine without the balsa inserts, so I've never used them.
Cleaning a pipe with a paper filter is a big PITA -- unless you're gonna replace the filter after every smoke,
which is a minor PITA too (not to mention that it would double the per-bowl cost of most smokes).