There are numerous “special effects” filters available, including soft focus/diffusers, star filters, and multiple image filters. For the most part, I avoid these filters and prefer to capture images naturally and then add effects in post. If you do a lot of portrait work, a soft-focus or diffuser filter can come in handy, because the effect created by a soft-focus filter looks more natural when captured using a filter. For many other effects, you’ll have greater creative flexibility by capturing an unfiltered image and then applying effects using software tools, such as Color Efex Pro.
Verdict: If you have a specific need for an effects filter, then have fun with it, but most effects can be done with software these days.
Conclusions about photographic filters for digital photography
The entire purpose of photographic filters is to create an effect at the time of capture. With film, filters were extremely important because we didn’t have the latitude to process images like we can today. In digital photography, most filters just aren’t necessary. If you capture digital images in raw format, you’ll have tremendous latitude to control the look of your images by using good post-processing software.
The problem inherent with all filters is that they introduce an opportunity for image degradation. Whether it’s an unwanted reflection, reduced sharpness, or unwanted color casts, using a filter always comes with risks. My philosophy towards the use of filters is this: always know beforehand what the purpose of your filter is with respect to the image you’re trying to capture. If you’re using a filter simply because someone told you to, I’d rethink your approach.