Water filters are invaluable, particularly if you live in a large city. They can save you hours of aggravation and retouching. Inevitably, small particles of dirt creep into the water supply and contaminate your chemistry. This translates into dust particles that cling to negatives and encourage uneven development. The more chemistry that is distributed evenly over your negative, the more even the tonal range of your negative will be. All it takes is one horrendous water mark or dust particle to ruin a negative.
Filter strength is usually measured in "microns" - with a 5-micron filter being more effective than a 10-micron filter. The more microns in your filter, the more junk is filtered out of the flow. Some filters come in durable plastic housings that can be screwed to a wall or mounted to a water control panel. Make sure you buy the right filter - either for cold water or hot. There are panels that contain one of each filter with an additional control for temperature. Small, inexpensive filters come in a simple plastic housing and are generally not rated for higher temperatures.
The fact is that anything that you put between the water supply and the negative to cleanse the water is a good thing. Finally, the filter should be placed in a convenient location where the old filter can be periodically changed. As a rule of thumb, filters should be changed on a regular basis - either when you notice the filter excessively dirty or when there is a noticeable slow-down in the water flow.