You may add me to the list of disappointed filter wrench owners. The clear filter on one of my lenses got stuck during my trip to Africa. I have been unable to get it off with the filter wrench. I thought perhaps I wasn't applying enough strength. Now I'm thinking I'll just try one of my rubber jar openers. I don't think the filter wrench idea is bad, but I do think the ones I have and maybe those the other posters have are poorly made.
On the other hand, I absolutely love my Think Tank memory wallets. Because I did not take a computer or other storage device along with me when I went to Africa, I took 20 SD cards in addition to the three that were in my three cameras. The two memory wallets I took worked great to keep the cards organized. And the ribbon and clips on them allowed me to attach the wallets to either my belt loops or the camera bag so they couldn't accidentally fall out and get lost. And when I was in my hotel room, I could easily throw the memory wallets into the room safe. Could have I gotten by with putting the memory cards in plastic baggies? Yes, but the memory wallets made everything so much easier and so much more secure. On the other hand, when I go out and I only need to take one or two extra cards, I don't use the memory wallets. By the way, even though my cameras all use SD cards, I buy the wallets for the CF cards. That way, I can keep my cards in the little plastic cases they come in and they still fit into the wallet. And if I ever get a camera that uses CF cards, I can still use the same wallets.
I think it may come down to filter quality too. Ones that are built well usually have good threading, ones that are bargain bin can have poor threads. I've never had to use a filter wrench on my B+W filters, but on the cheap ones the camera store sells, which several friends stick to, I've used my filter wrench before. The shoe trick sounds good.
Also, I love my Gepe cases as I often kayak with my gear, or subject it to otherwise dicey situations. I also really like the single hard SD cases as they make SD cards quite a bit easier to find than the stock tiny cases.