For MM cobs, I'll use a Savinelli balsa filter if I'm smoking aromatics just to help with some of the moisture. I do have a couple of 9mm filter pipes and one came with a bunch of charcoal filters, so I've been using them up as I go. I've heard some people having luck using filters with blends that give them bad tongue bite. I've not noticed a huge difference between filtered and filterless, but then again, I'm pretty much just using them with aromatics. If you smoke wet, I'm sure it would help with the moisture and possible tongue bite.
As far as frequency of changing, I'll change the balsa filters either every bowl or every other bowl depending on how bad they get. The 9mm charcoals I'll use 2-3 times if I'm smoking the same blend.