You will find that opinions differ but I have not filtered any of my wines in the last 15 years. I did a few before that ,especially when I was just beginning and didn't know what I was doing.
If you want to make your wine and drink it very young, without due aging to let the wine mature, then you will have to fine and then probably filter as well but I certainly wouldn't filter. With my "country wines" I rarely fine either just let time and gravity ( the heavy sort) clear the wines as it matures over a couple of years (with judicious racking occasionally).
I just feel ( and this is a personal opinion which is totally unsubstantiated by me -- except in my own perception) that filtering to "polish" wines and so on cannot do anything but remove particulates which are inherent within the wines make up, bouquet, aroma, taste -- the very body of the wine. My wines which have settled out and cleared purely with time and patience are all clear and have that "sparkle" of a live wine with which we are all familiar.
I am old fashioned in my tastes and enjoy the subtlety of a well aged red wine with a good tannin kick and a long taste on the tongue to the back of the mouth.
However I do remember my first home made wine -- 2 separate gallons of a red thing from cans -- I think it was consumed without ever being bottled! mind you that was some 35 years ago! But it was great stuff !!!!!!!!!!!!!-- I suspect it wasn't fined and definitely not filtered!
Ah well -- enjoyment of wine is always more than just the drinking of it!