I change filters after every smoke. I like to remove a filter sooner than later to allow the pipe to dry. If it was a full bowl the filter can get a bit soggy and unpleasant. Because I find myself living in Germany (for now) I have a number of pipes made to accommodate filters. I also have pipes that don't use filters. If you are new to pipe smoking you may find that using a filter will help prevent tongue bite while you learn the ropes. Filters can sort of even out the smoke too. I don't notice a marked difference in taste but everyone is different. If I have one of my filter pipes and have forgotten to bring along filters I simply smoke without. When I do this I notice I have to do a bit more cleaning where the filter would have been. I also enjoy my pipes that don't take filters. One thing I like about not using filters is reducing the amount of rubbish produced and lowering the cost of my pipe smoking indulgence.