jason, just to walk you through the pipe filter drill, you can smoke your Savenelli with the balsa insert (some call this a filter), or without, or if you like no filter but slightly more restricted draw, a no-filter adaptor. These usually come with the pipe, or you can order them easily. This is personal preference. Also note, some Sav pipe series do not use filters; offhand, the Hercules (large pipes) and Oscar Lucite come to mind. Most others offer the options I've mentioned. I'm mentioning this because it is not very well explained for beginners; the information is out there, but not concise. Other pipes have other filters, like 9 mm (common in European marketed pipes), rock maple inserts in Brigham, and Dr. Grabow and Medico filters; Dr. Grabow often accept the Sav no-filter adaptors. Try the various filtered and non-filtered modes and see which suits you.
You might also like to shop Rossi brand pipes, which are made by Sav but are lower priced, using many of the same shapes, like the 404 zulu, etc. Likewise, some of these come using filters and others not.