This has been done to death on many a forum, but nope, I don't use them. Fell for it originally but soon learnt the error of my ways.
Cheap ones harm the image too much (remember the rule, cheap glass on expensive glass - no!). Expensive ones still can have a negative impact and though you might think you're protecting the lens, it's also costly to break a filter (and shattered filter glass can still scratch a front element).
Personally I'm firmly of the belief that it's just a way of retailers flogging extra stuff they have a good margin on. Always laugh at the usual line in Jessops and the like about how you need one of their UV filters.
Dropping a lens is rare though it does happen, but my house insurance covers it. However using a lens cap is far easier and cheaper for protection and less likely to scratch the front element if it breaks! I see no point in a filter for protecting against drops.
Using a UV filter for the job they were designed for is another matter, although as said the coatings on lenses these days negate the need somewhat. Maybe they're useful for certain environments (water, sand, etc), although does it make much difference if the stuff ends up on the filter or lens? Either is going to have to be cleaned and if not you'll get the crud in shot whichever you go for.
Oh, and cleaning a filter often in my experience has poor results compared to cleaning a quality front element on a lens. For some reason filters easily smear and scratch. Don't know what it is about lens elements but they are much harder to do the same to, hence again no need for a filter for protection. It's just doing harm on there.