Some do, some don't, it varies on opinion.
One of the best things about photography is that you can use a wide variety of light modifiers and light shaping tools to produce a wide number of different treatment of the same scene. A very useful tool for outdoor photography is the filter. The word filter is all encompassing and it includes a wide number of different filter types. This includes UV filters, ND filters, Circular filters, close-up filters to name a few. Will discuss about ND filters here and a few tips on how to use them.
ND filters are the best for long exposure shots. They come in different light stopping power. ND filters are usually labelled as ND 2, ND 4, ND 8 and so on. Some ND filters are labelled as 0.3, 0.6, 0.9, 1.2 and so on. They mean the same thing. Each time you jump from one to the following number, the amount of light halves. Each time you jump to the previous number the amount of light doubles.
It is basically the same thing as increasing or decreasing the shutter speed. Let's take a few examples on how to use them and in which situation.
Let's say that you are shooting portraits outdoors on a bright sunlit day. It is extremely bright as you can imagine. You want to shoot a shallow depth of field. But that means you will have to open up the aperture to ensure that you have that effect. In the bright outdoors, opening up the aperture means you have a serious risk of washing out the exposure even a shutter speed of 1/8000 might be a 'slow' one and won't be 'quick' enough to prevent the washout the solution is a ND filter. A ND 2 filter will have the same effect as reducing the shutter speed by one stop. A ND 4 filter will reduce the light by 2 stops and so on. Use the ND filter which you need to produce the desired effect.