When it's safe to do so, I will filter. Emphasis on the word safe though, I've seen some riders filter in the daftest of places, and at speeds that would leave them with no get out of jail free card should something go wrong. I've also seen some drivers, deliberately move their cars over to stop me when filtering, and on one occasion got into a heated discussion with one driver, who caught up with me at traffic lights and told me he was going to report me because filtering was illegal (Uneducated Nob!). Personally, I think ride your own ride in a way that makes you happy, and don't worry about what other think or do.