I've heard that filtering can affect mouthfeel but most of the microbreweries do it to turn out really clear beer.
Cold crashing is, from my experience, the best way to clarify your beer, whether you are bottling or kegging. I've just started kegging myself and also just read David Miller's latest book on making pub style beer at home. As a result of reading his book I've made several changes in my routine and the beer has been much clearer as a result.
My typical routine now for a medium-gravity beer such as an APA would be to hold it in primary for 8-14 days. Rack off the yeast cake/trub to a 5 gal. settling tank (secondary) and move that to my kegerator or adjust the fermentation chamber down to 40F +/- (cold crash). Hold at that temp for 3 - 5 days then keg or bottle. Most of the chill haze proteins will drop and careful racking will leave them on the bottom of the secondary vessel.
Also, I do not force carbonate by kegs. I figure another week waiting to carb up will allow whatever is left in suspension to settle out. That first blast from the tap is going to have some crud in it, but after that the beer will be about as clear as it is going to get.