My case has one built in - I'm happy about it but my situation is a bit unique. Obviously if the mesh is small enough to trap dust it will obstruct some air, but in all the fan is still able to pull pretty strongly. We have a lot of dust in our home. I still get some dust inside the PC (likely a lot less than if no filter) and I have literally pulled huge strips of flattened bunny's off the large filter (keep in mind that the filter is inside vents in the front panel and the vents point straight down with large overhangs so nothing is falling into them from above). My PC is elevated on a cabinet and I've literally seen the filter so clogged that airflow was nearly totally obstructed and the HDs and system temps were running much hotter than normal (I now clean it regularly - my home is dust heaven). So I'd say, if you get a lot of dust, I'd certainly consider it. Then again, now you have to turn the fans up by some margin to compensate back to equal airflow.
Panasonic 65" VT60 (calibrated by Jeff Meier), Marantz 6005, Kef Q towers/rears Kef Reference center, Win 7 Pro with XBMC, Harmony Ultimate One
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