Dust filters restrict air flow, and that is contradictory to what the HAF (High Air Flow) 922 is all about. Besides, dust filters don't do much - the dust bunnies seem to get in anyway!
When I bought my HAF 932, I did consider dust filters, but quickly abandoned the idea. A good cleaning with 'Dust Of' periodically, works well. (A computer at floor level collects more dust than one at desktop level).
Although air filters reduce air flow to some extent, I'd have to agree with the OP with using them at the bottom of the case for a PSU. If you have a bottom mounted PSU and a fan hole underneath it then you can use the PSU fan to suck in cool air from outside underneath the case to keep the PSU cool. However, the only problem with having the fan at the bottom of the case is that you suck up all the dust that is on the surface of wherever your system is sitting. A dust filter would make sense in this situation since the insides of a PSU are harder to clean than the inside of the your case (without voiding the warranty of course).