Just picked up a 70-200mm f/2.8L. Should I get a filter?

The title says it all.

I've never shot with filters on any of my lenses (50 f/1.4, 100 f/2.8, etc.), and I'm wondering if it's necessary or worth the cost. This is probably one of the few things that I'm completely in the dark in.

The reason it's a concern at all is that I've seen some reviews say that a filter is necessary on this lens to help keep dust away from the internal lens elements.

So to re-iterate, should I get a filter and keep it on the lens at all times? If so, which one?