Filters restrict airflow and obviously cause overheating problems if airflow is sufficiently restricted. Input filters can also cause problems with outlet fans being volume restricted and overworked, which will cause premature fan failure. In addition, in severe cases the outlet fan can generate a slight vacuum and attempt try to draw air from nonstandard locations (such as sucking hot air into the case from the rear of the case or drawing air through the DVD burner).
Having said the warnings, those simple filters readily available on the market or a home made filter made from cheesecloth is not going to restrict airflow such that most basic computer users are going to have a problem. OC'ing a computer, big graphics cards yada yada are going to have real problems if the air flow is insufficient.
I have a bit of experience wit the dust issue. My warehouse computers suckup enough dust to generate a herd of dust bunnies. We tried a sheet of cheese cloth in the front panel of the stock box Dells and Hps, but we had to replace the cheese cloth every week as we could hear the exhust fans huffing (working hard). Without the cheesecloth, the warehouse computers can go several months without a shutdown and aircan dusting as the airflow in the case just keeps a lot of the dust from settling. Bottom line, the cheesecloth was a bit of a failure as it cause more work for us.