The only situation I'd worry about is say, flying sand on a windy day at the beach or something, and if it was bad enough to need a filter, I'd probably not take my camera there at all.
What about the salt spray when at the seaside (esp rocky outcrops), I normally put a filter on there and it has a lovely salty mist when I get home and look at it..







More you learn the more you can forget.
