I typically filter, except when I'm in a turn lane. At a four-way intersection with several lanes in each direction, I find that it makes drivers more comfortable to see me and know exactly when I am out of their way.
When I am in a turn lane, I generally fall to the back of the line and go with the flow of traffic. If I am first in line, I illustrate the turn I am going to make for the driver behind me, then I wave him/her safely past me as I am in the process of turning. It seems to work well, and typically generates smiles and waves - rather than curses and middle fingers - from motorists.