I know they're not filters, but...
I personally like to use a lot of layer blending options. Via the drop down menu in the layer window...or the blending options menu. It's a good technique to master when trying to blend different images together. I'll mask an image, duplicate the layer multiple times and mess with the different blending options.
I also like using blurs a lot. Helps clean up edits, masking, or just create an effect.
As far as overall filters, probably some of the more artistic ones that emulate brush/pencil strokes. Then of course there are some cool third party plugins I've seen out there.