They can do some very important functions if your situation requires them, but in other situations they may really not do anything for you.
For example, if you live near some strong transmitters, your receiver may be overloaded from those very strong signals so the weaker ones you want to pick up can't be gotten over the noise. A common example is not hearing your buddy across the table in a noisy bar although he's talking quite loudly, while it's generally easy to hear someone talking quietly in the typical library.
Using a filter to reduce those strong signals (think a nearby FM broadcast transmitter being reduced using an FM trap filter for example) would be like having that friend talking to you in an isolated area of that same noisy bar where the noise level is greatly reduced (I would say like in the bathroom, but talking to a friend there may not be appropriate).
