Filters, a.k.a. roaches (in the UK), are usually little pieces of cardboard torn off of your pack of papers. I've used them a few times in spliffs, but I really prefer the leftover roaches. We're North Americans afterall.

That cardboard is versatile; it can also be used to make a crutch, which is basically a cardboard roachclip. You roll a piece into a cone shape, and shove the roach in the end.