I agree with CPFAN. Using a filter for the primary racking and even the secondary racking will clog up the filters pretty fast. Rack by siphoning and then before bottling filter if desired. You may find that after racking 2 or 3 times filtering is not needed. You can also try cold stabilizing the wine which will help to drop the solids.
There are different size filters also; most filter before bottling to get really crisp clarity in their wine, and to reduce/eliminate the possibilty of sediment in the bottle as the wine ages. Others can be used to strip even the tiniest bit of yeast cells.
My opinions may change when I have many many years of winemaking under my belt (both literally and figuratively) , but I don't see the need for me. I don't mind a little sediment down the road, and I prefer not to take the chance of eliminating something from the wine by filtering it out.