Filters will most likely reduce airflow and heat up the miner. If they are in your house, try keeping the house clean and you wont have enough dust build up to worry about it.
ouch... I'll tell that to the wife.
In all seriousness though - they're in a fairly high traffic route (hallway) so they don't get filthy. its maybe every couple of months i de_dust them, i just figured having a filter would help - when they arrive i'll do some monitoring for a week and see if they have any negative effects.