is it best to do filters by brush or airbrush? I have read that people do differently.
Any experience to share?
Only by brush. Never by airbrush.
Keep in mind, a "filter" can be described as a type of wash. Instead of darkening recesses and around details, however, the point is to subtly alter the color of the surface to which it is applied. So, use like a traditional wash except thin it more and don't worry about glosscoating prior to application (that would defeat the purpose).