You opened the proverbial Pandora's box with that question. You will find that some people don't use them while others have them on every lens, and every answer in between.
I use a UV or skylight filter on all my lenses. I also buy good quality ones. I use Nikon, Hoya, and B&W filters. What is the point of putting on a cheap filter that may not match the quality of the glass in your lenses. I use UV/Skylight filters to protect the lens from dirt, dust, and the evil fingerprint. I also use a lens shade in addition to the filter. The lens shade does keep the lens' front element a little safer from bangs, smudges, and the like, plus it does it's main purpose which is to cut down unwanted glare from the sun or other light source.
Hope that hels.