that being said, probably a good idea but we don't use one. used to, but couldn't be bothered with buying the replacement filter and removed it. doesn't make the water taste drastically different (in our area, anyway) but theoretically blocks out lots to nasty stuff.
TBF, the filters probably last longer than the manufacturer suggestions (2-3 months, depending on usage and how hard the water is). you can probably get away with replacing the filter two or three times a year.
It's a difficult one as it's the kind of thing you can't really tell you're benefiting from other than maybe a change in taste. You don't really know what's in the water that's being filtered out or how effective the filtration is.