I'm of the mindset that I still use filters. I guess it's because I started in film, I already own the filters, and I'm comfortable using them. Although I really haven't explored HDR in Photoshop yet, I'm confident that I'd have good results if I was to play around, or at least decent results.
Anyway, I guess what it boils down to for me is that I'm not typically shooting in very high dynamic light situations. Furthermore, I still shoot film quite a bit. For example, I wouldn't feel comfortable taking the following image with a digital camera and expect it to look the same. So using film and filters was a must, IMHO.
" - Zone VI 8x10 camera, Nikkor 450mm lens, Provia 100, 2 minutes @ f/64, 5ND filter & 3ND-HS-Grad on sky.
Now take a look at the following image for an exception where I didn't use any filters. This was shot with a 1DS-MKII with no filters whatsoever. I was at ISO100, 1/4 second, and f/25, but because of the lighting, I was over-exposed by 2-3 stops. In fact, if you looked at the camera's LCD display, the image was mostly white, and the histogram was far to the right with many clipped pixels. I wanted to stop down more, but couldn't with the camera's settings. (Although I'm aware that I could have selected ISO50, I chose not to for the sake of expediency.) Anyway, to retain the blurred effect, I specifically wanted 1/4 second. This would have most definitely required a solid ND filter to get a proper exposure if I was shooting with film, but because I shot digitally, and RAW at that, over-exposing didn't destroy the shot. Once I got home, I was able to bring the image back into an acceptable range with Camera Raw, and that made the image a keeper. Pretty cool, I think! And I didn't need to worry about filters or anything. Simply grab the shot and move on.
" - Canon 1DS-MKII, Canon 500mm 1:4 L IS USM, ISO 100, 1/4 second @ f/25