Cold crashing has its benefits. I tend to cold crash almost all my beers, but I do that in conjunction with clarifying with gelatin.
If you are talking about filtering. It won't really matter too much unless you are sterile filtering. Cold Crashing then Filtering with .3 or .5 Micron will sterilize the wort and filter out all yeast. I would definiteyl cold crash then filter at that micron, as if you were to try to go from primary to filter without first crashing it down, I might think it would plug up the filter.
I personally cold crash every time, even if I do use Irish Mosh. The cold beer goes in the Keg and gets CO2 better that way. Anyhow, I would suggest just doing cold crash it works perfectly fine and if you have the fridge space then it dosen't cost any extra.
Also side note, please don't try to clear that Honey wheat, its supposed to be hazy.