I used to filter, but to me it was kind of a PITA and more trouble than it was worth. I haven't done it in a while. Not saying that it's not a good option for you, just that I'm lazy.
Instead of filtering, I now use the following steps to get clear beer:
1) Use Irish moss in the brew kettle
2) Chill wort quickly after boil
3) Whirlpool, allow trub to settle, siphon off of trub to fermenter
4) Extended primary fermentation (in lieu of secondary)
5) Cold crash for several days
6) Add gelatin finings, wait a few more days
7) Siphon to keg, lager/force carb/cold age for several weeks
It takes more time, but I don't mind waiting for good beer and for me it's easier than f****ing with a filtration setup and everything that entails.