I use filters less and less these days, excepting situations involving sand/dust, salt spray, rain and or other hazards, like ankle-biters (children). Get filters at B&H Photo.
So when I do use them, I like them to be pristine. When home, I use a special soap to clean them under warm water: Optisoap from OptiKem. It’s designed for contact lens wearers and leaves zero residue. Using it with warm water gently removes all particulate matter as well as grease and oil. Schneider Optics has its own suggestions on cleaning filters. Their suggestions are good for field use, but in my experience the Optisoap/warm water approach is better, with zero risk of scratching. You’ve got to love those amphoteric surfactants. Optisoap is hard to find online, but local optometrists often have it.
Update: you can order Optisoap directly from Optikem International in Denver, CO at (800) 525-1752 / (303) 936-1137. It’s $18.50 for a 1 quart bottle, which lasts a long time.