No need to filter. Let the beer sit in primary for up to 3 or 4 weeks (depends on the OG). Hogh gravity beers you can let sit in primary longer. The longer primary will alow the yeast to clean up after themselves and allow the trub to compact. When you are ready to transfer make sure you keep the siphon up off of the trub on the bottom of the bucket. You may need to leave just a wee bit of beer in the bottom to keep from sucking up the trub into the siphon and into the secondary.
After you dry hop you may want to filter into the bottling bucket or the keg. I use the cheap mesh hop bag and a rubber band to hold it onto the siphon. make sure you sanitize both.
What you don't want to do is to filter as the beer is pouring into the next vessel as that will introduct O2 into the beer and that will give you a bad taste.
"The trouble with quotes on the internet is that it is difficult to detrmine whether or not they are genuine" - Abraham Lincoln
Fine Creek Brewery
Primary: 12-12-12 Wee Heavy, Stone Ruination Clone, Bell's Better brow Ale Clone and Saison d'Hiver
Botteled: All Columbus IPA, Chocolate Peppermint Baltic Porter, Ewalds Altbier, Hopslam Clone, Scottish Strong Ale, Fine Creek Saison, Not so Pale Pale Ale, Double Chocolate Oatmeal Imperial Stout
Kegged: Indian Brown Ale