Filters and lens protection are key issues that often get raised in the photographic & paintball scene.
There is the pro filter point of view - use a filter as a cheap method of protecting the lens
The anti filter point of view - a filter degrades the image, and a lens is tough
Both have valid arguments
There is also the option of covering up the camera, a diving case etc
I'm not a true photographer, I'm a guy with a camera
I use an olympus e450, and whichever lens I choose
I don't have a vast amount invested in my gear, and take the choice of risking the need to replace an item
Usually I have a polarised filter, but not always. I have had direct hits on filters, the lens and the camera - including into the flash, and have had a lens cap hanging from the camera shattered. I have not had a filter or lens damaged, but have had messes to clean up. Paint over a filter has been the worst to clean, when that's happened I've opted to take off the filter and continue, when on the lens I've been able to clean it in game - but only by wiping so there can still be some smearing until I've got out and cleaned properly
Most of the time I've photographed scenarios, so tend to have some distance but have had the camera shot from feet away (the closest was the shattered cap)