Hi John,
They make a big difference in the intricate detail you can see, both from the suburbs and from dark sky sites. I would recommend bypassing SkyGlow and broadband nebular filters (i.e. Orion SkyGlow and Lumicon Deep Sky filter) as they are more useful for photography from the burbs and are of limited use for visual astronomy. For general visual use the UHC filters (i.e. Lumicon UHC, Orion Ultrablock, Astronomiks UHC) are the best. For specific uses (i.e. planetary nebula's and supernova remnants) the OIII filters are the best. For a more indepth read see:
http://www.cloudynights.com/item.php...d=63&pr=2x9x42
Hope that helps.
Darren