Well...
The difference is absolutely minimal. When using normal filters like Hoya Pro and B+W it will be only visible on a pixel-by-pixel comparison - if at all.
I always have my filters (again, Hoya or B+W only) on. Much cheaper to replace filter than lens.
Spasibo,
This was Canon 450D + Canon EF 100mm Macro, hand-held, Hoya UV on a sunny day. Tone mapping in PS (tried to keep it pretty close to real colors).