Which view to you filter? The one with historical data, or the new one?
Someone's just asked about that on an old blog post I wrote. I normally advocate keeping the historical data unfiltered if that's how it is at the moment and applying filters to the new view. But maybe I've got that the wrong way round.
For each property, I always have a default view called MASTER View - which contains raw data.
Then I always create additional FILTERED views to share report with other people.
This had helped us a lot. Especially, when one guy accidentally updated a filter incorrectly - causing loss of data for some time and nobody noticed, we were lucky to be able to retrieve lost data from the Master View.