I don't use filters for protective purposes. Impact protection is better with lens hoods. Also, there's no substitute for being smart, careful, deliberate, and prepared in advance. A filter is not extra insurance against impact damage.
What I *do* use filters for, however, is for convenience. If the design of a lens makes it hard to get the front element clean (e.g., recessed front element, delicate coating, or large diameter), I am more likely to keep a filter on it just so that I don't have to waste so much time being careful to keep it dust free. This lets me go out and shoot in salty or dusty conditions without a lot of downtime. If I'm shooting at the beach, I definitely use a filter because once the atmospheric salt hits the front element, you can lose a lot of contrast, and I don't want to be slowed down trying to carefully wipe my lens clean. I can just wipe the salt off the filter.
I keep a filter on my 85/1.2L II all the time, but my 35/1.4L doesn't usually need one.