The filters do exactly what you'd expect, and you have to buy them if you have an AeroPress - but if you're worried about costs or about looking after our trees / planet, I previously posted this (below) as a reply to another review; but it's probably more obvious to everyone if it has its own review. So here it is.
Filters are under 2p each - but, as mentioned in company literature, they can be used over and over if you rinse under the tap. (And, as the seal lasts longer if you clean it straight after brewing, it's no prob at all. Wash both at the same time.) I use the same filter once a day every day for a week - then, millionaire style, treat myself to a new 2p filter on Saturdays.
Let the filter dry IN the filter holder, but it's not the end of the world if you don't.
2,000 filters use the same paper as ONE daily newspaper (see website), so if you re-use them x 7, that's 14,000 brews, which is about 42 years @ one brew a day, so don't worry too much about them being wasteful of resources.
; -- )
P.S. have you seen the filter paper size of the Chemex brewer, which is in the permanent collection of New York's Museum in New York.? MASSIVE ! Bigger than A4 before folding. it might be a design classic but the filters don't get my vote. (And they take 5 minutes compared to under 1 for the AeroPress.)